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updated —BTW Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+2580.21%
3d Period Avg−147.14%
swing±201.45%
LONG KuCoin · nowBTWUSDTM
−3026.02%
3d avg:−253.01%
SHORT OKX · nowBTW-USDT-SWAP
−445.82%
3d avg:−400.15%
Entry Spread Now
−1.315%
Against youL 0.6622 · S 0.6535−$131.47 if it converges
24h range −8.67%…+2.89% · median −0.82%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Sparse settlements: long 33%, short 3% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
+$44.02
+0.44%
$Avg Daily PnL
+$22.01
+0.2201%
★Best Day
+$42.34
Nov 13
◎Open Interest
KuCoin$3.33M
OKX$1.23M⚡Funding APR
+80.32%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
1.0d
to break even
◧24h Volume
KuCoin$3.64MOKX$12.22MLoading 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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.