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updated 11:39:14 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+37.12%
30d Period Avg+2.70%
LONG OKX · nowCHIP-USDT-SWAP
−26.16%
30d avg:+0.86%
SHORT Bybit · now
+10.96%
30d avg:+3.56%
Entry Spread Now
+0.066%
Eaten by executionL 0.03019 · S 0.03021+$6.62 if it converges
24h range −1.05%…+1.03% · median +0.10%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
+$1.21
+0.01%
$Avg Daily PnL
+$0.72
+0.0072%
★Best Day
+$6.75
Aug 16
◎Open Interest
OKX$2.69M
Bybit$5.89M⚡Funding APR
+2.62%
annualized · funding only
⚠Execution Cost
−$21.00
entry + exit fees
⏱Payback
29.3d
to break even
◧24h Volume
OKX$68.31MBybit$27.41MLoading 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 (−$21.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.