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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 ~1.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+38.75%
30d Period Avg+1.14%
swing±11.42%
LONG Binance Futures · now
+10.96%
30d avg:+12.37%
SHORT OKX · nowBRETT-USDT-SWAP
+49.71%
30d avg:+13.51%
Entry Spread Now
+0.047%
Eaten by executionL 0.005983 · S 0.005986+$4.70 if it converges
24h range −0.45%…+0.51% · median +0.02%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$6.23
−0.06%
$Avg Daily PnL
+$0.46
+0.0046%
★Best Day
+$3.18
Sep 27
◎Open Interest
Binance Futures$1.43M
OKX$127.1K⚡Funding APR
+1.68%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
1.5mo
to break even
◧24h Volume
Binance Futures$2.24MOKX$293.0KLoading 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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.