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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−132.32%
7d Period Avg+40.54%
swing±167.64%
LONG OKX · nowCXMT-USDT-SWAP
−82.72%
7d avg:−57.75%
SHORT trade[XYZ] · nowxyz:CXMT
−215.04%
7d avg:−17.21%
Entry Spread Now
+0.045%
Eaten by executionL 8.6460 · S 8.6499+$4.51 if it converges
24h range +0.09%…+0.40% · median +0.23%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0.030%/taker0.090%
Loading Funding History…
↗Total PnL
+$42.49
+0.42%
$Avg Daily PnL
+$11.23
+0.1123%
★Best Day
+$21.16
Sep 26
◎Open Interest
OKX$1.73M![trade[XYZ]](/icons/exchanges/hl-xyz.svg){kind=icon}
trade[XYZ]$24.29M⚡Funding APR
+41.00%
annualized · funding only
⚠Execution Cost
−$36.13
entry + exit fees
⏱Payback
3.2d
to break even
◧24h Volume
OKX$975.7Ktrade[XYZ]$5.01MLoading 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 (−$36.13 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.