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updated 4:05:47 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+84.60%
3d Period Avg+278.62%
LONG OKX · nowDOS-USDT-SWAP
−73.64%
3d avg:−174.80%
SHORT Hotcoin · now
+10.96%
3d avg:+103.82%
Entry Spread Now
+0.043%
Eaten by executionL 0.2305 · S 0.2306+$4.34 if it converges
24h range −0.74%…+0.95% · median +0.00%
Long pays every4hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$185.75
+1.86%
$Avg Daily PnL
+$51.94
+0.5194%
★Best Day
+$91.86
Aug 14
◎Open Interest
OKX$1.99M
Hotcoin$144.4K⚡Funding APR
+189.57%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
10.1h
to break even
◧24h Volume
OKX$16.59MHotcoin—Loading 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.