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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 ~7.3d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+11.22%
3d Period Avg+0.97%
swing±28.77%
LONG OKX · nowBZ-USDT-SWAP
−11.35%
3d avg:−41.60%
SHORT Bybit · nowBZUSDT
−0.13%
3d avg:−40.63%
Entry Spread Now
+0.049%
Eaten by executionL 102.6500 · S 102.7000+$4.87 if it converges
24h range −0.19%…+0.19% · median +0.01%
Long pays every4hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
−$19.99
−0.20%
$Avg Daily PnL
+$0.86
+0.0086%
★Best Day
+$7.91
Oct 13
◎Open Interest
OKX$21.53M
Bybit$14.50M⚡Funding APR
+3.15%
annualized · funding only
⚠Execution Cost
−$22.58
entry + exit fees
⏱Payback
26.1d
to break even
◧24h Volume
OKX$27.21MBybit$13.44MLoading 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 (−$22.58 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.