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updated —COIN Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+21.92%
7d Period Avg+23.33%
swing±12.14%
LONG OKX · nowCOIN-USDT-SWAP
+0.00%
7d avg:−3.23%
SHORT Toobit · nowCOIN-SWAP-USDT
+21.92%
7d avg:+20.10%
Entry Spread Now
−0.024%
Eaten by executionL 124.1100 · S 124.0800−$2.42 if it converges
24h range −0.46%…+0.50% · median −0.02%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$22.69
+0.23%
$Avg Daily PnL
+$6.38
+0.0638%
★Best Day
+$8.61
Nov 10
◎Open Interest
OKX$4.03M
Toobit$5.97M⚡Funding APR
+23.30%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
3.5d
to break even
◧24h Volume
OKX$6.57MToobit$16.03MLoading 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.