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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 ~0.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+263.82%
7d Period Avg+40.16%
swing±158.62%
LONG OKX · nowBOT-USDT-SWAP
−259.66%
7d avg:+0.49%
SHORT Arcus · now
+4.16%
7d avg:+40.65%
Entry Spread Now
+0.038%
Eaten by executionL 26.3200 · S 26.3300+$3.80 if it converges
24h range −0.49%…+0.89% · median +0.08%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0%/taker0.022%
Loading Funding History…
↗Total PnL
+$56.24
+0.56%
$Avg Daily PnL
+$10.11
+0.1011%
★Best Day
+$36.62
Oct 15
◎Open Interest
OKX$201.8K
Arcus$165.7K⚡Funding APR
+36.89%
annualized · funding only
⚠Execution Cost
−$14.50
entry + exit fees
⏱Payback
1.4d
to break even
◧24h Volume
OKX$806.2KArcus$954.1KLoading 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 (−$14.50 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.