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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 ~1.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+40.92%
3d Period Avg+54.65%
swing±30.97%
LONG Binance Futures · now
+10.96%
3d avg:+20.40%
SHORT OKX · nowCOAI-USDT-SWAP
+51.88%
3d avg:+75.05%
Entry Spread Now
+0.031%
Eaten by executionL 0.3240 · S 0.3241+$3.09 if it converges
24h range −0.27%…+0.73% · median +0.03%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$25.00
+0.25%
$Avg Daily PnL
+$15.00
+0.1500%
★Best Day
+$17.74
Sep 29
◎Open Interest
Binance Futures$3.49M
OKX$1.24M⚡Funding APR
+54.75%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
1.3d
to break even
◧24h Volume
Binance Futures$2.18MOKX$643.3KLoading 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.