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updated 8:01:23 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−7.98%
3d Period Avg−8.06%
LONG TxFlow · nowBZ
−3.13%
3d avg:+6.98%
SHORT OKX · nowBZ-USDT-SWAP
−11.11%
3d avg:−1.08%
Entry Spread Now
+0.101%
Eaten by executionL 88.9600 · S 89.0500+$10.12 if it converges
24h range −0.08%…+0.30% · median +0.10%
Long pays every1hShort pays every4h
LONGmaker0.015%/taker0.045%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$26.61
−0.27%
$Avg Daily PnL
−$1.79
−0.0179%
★Best Day
+$0.51
Aug 17
◎Open Interest
TxFlow$75.4K
OKX$7.61M⚡Funding APR
−6.52%
annualized · funding only
⚠Execution Cost
−$21.25
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
TxFlow$416.4KOKX$15.62MLoading 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 (−$21.25 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.