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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 ~62d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+1.89%
3d Period Avg+58.29%
swing±56.64%
LONG OKX · nowCXMT-USDT-SWAP
−135.38%
3d avg:−52.82%
SHORT trade[XYZ] · nowxyz:CXMT
−133.49%
3d avg:+5.47%
Entry Spread Now
+0.102%
Eaten by executionL 8.6000 · S 8.6088+$10.23 if it converges
24h range −0.07%…+0.42% · median +0.23%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0.030%/taker0.090%
Loading Funding History…
↗Total PnL
+$20.14
+0.20%
$Avg Daily PnL
+$17.46
+0.1746%
★Best Day
+$21.16
Sep 26
◎Open Interest
OKX$1.69M![trade[XYZ]](/icons/exchanges/hl-xyz.svg){kind=icon}
trade[XYZ]$23.92M⚡Funding APR
+63.74%
annualized · funding only
⚠Execution Cost
−$32.25
entry + exit fees
⏱Payback
1.9d
to break even
◧24h Volume
OKX$1.17Mtrade[XYZ]$5.89MLoading 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 (−$32.25 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.