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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~40d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+3.46%
7d Period Avg+15.54%
swing±14.95%
LONG OKX · nowBOME-USDT-SWAP
−12.53%
7d avg:−15.92%
SHORT Binance Futures · now
−9.07%
7d avg:−0.38%
Entry Spread Now
−0.716%
Against youL 0.0006427 · S 0.0006381−$71.57 if it converges
24h range −0.43%…+0.55% · median +0.00%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$7.84
−0.08%
$Avg Daily PnL
+$4.25
+0.0425%
★Best Day
+$7.77
Oct 16
◎Open Interest
⚡Funding APR
+15.52%
annualized · funding only
⚠Execution Cost
−$37.61
entry + exit fees
⏱Payback
8.8d
to break even
◧24h Volume
Loading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + fees only (orderbook snapshot stale) on both legs (−$37.61 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.