← Back to Screener
updated 7:21:32 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+20.88%
3d Period Avg+1.46%
LONG OKX · nowCHZ-USDT-SWAP
−9.92%
3d avg:+9.50%
SHORT ApeX · now
+10.96%
3d avg:+10.96%
Entry Spread Now
+0.164%
In your favorL 0.01218 · S 0.01220+$16.42 if it converges
24h range −0.33%…+0.33% · median +0.16%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$18.24
−0.18%
$Avg Daily PnL
+$0.44
+0.0044%
★Best Day
+$0.90
Aug 17
◎Open Interest
OKX$1.66M
ApeX$33.3K⚡Funding APR
+1.61%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
1.5mo
to break even
◧24h Volume
OKX$1.80MApeX$483.4KLoading 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.