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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
+2568.60%
7d Period Avg−115.08%
swing±210.88%
LONG KuCoin · nowBTWUSDTM
−3612.69%
7d avg:−15.79%
SHORT OKX · nowBTW-USDT-SWAP
−1044.09%
7d avg:−130.87%
Entry Spread Now
−1.746%
Against youL 0.6797 · S 0.6678−$174.59 if it converges
24h range −8.67%…+2.89% · median −0.81%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Sparse settlements: long 71%, short 12% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
+$82.58
+0.83%
$Avg Daily PnL
+$14.94
+0.1494%
★Best Day
+$42.34
Nov 13
◎Open Interest
KuCoin$3.38M
OKX$1.26M⚡Funding APR
+54.53%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
1.5d
to break even
◧24h Volume
KuCoin$3.59MOKX$12.01MLoading 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.