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updated 2:39:02 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+194.37%
30d Period Avg+287.30%
LONG OKX · nowDOS-USDT-SWAP
−128.99%
30d avg:−210.08%
SHORT Hotcoin · now
+65.38%
30d avg:+77.22%
Entry Spread Now
+1.684%
In your favorL 0.2256 · S 0.2294+$168.44 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%
Limited funding history — chart clipped to available data
- OKX (Long): data starts Aug 10, 2026 (6d available out of 30d requested)
- Hotcoin (Short): data starts Aug 11, 2026 (6d available out of 30d requested)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Sparse settlements: long 18%, short 21% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
+$379.27
+3.79%
$Avg Daily PnL
+$50.16
+0.5016%
★Best Day
+$114.74
Aug 14
◎Open Interest
OKX$1.97M
Hotcoin$143.7K⚡Funding APR
+183.08%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
10.6h
to break even
◧24h Volume
OKX$16.61MHotcoin—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.