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updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding covers it in ~4.9d
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
+15.59%
7d Period Avgβ27.12%
swingΒ±43.39%
LONG OKX Β· nowDOS-USDT-SWAP
β26.96%
7d avg:β9.86%
SHORT Bybit Β· now
β11.37%
7d avg:β36.98%
Entry Spread Now
β0.216%
Against youL 0.1848 Β· S 0.1844β$21.65 if it converges
24h range β0.23%β¦+0.36% Β· median +0.06%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.055%
Loading Funding Historyβ¦
βTotal PnL
β$71.75
β0.72%
$Avg Daily PnL
β$7.25
β0.0725%
β
Best Day
+$0.84
Oct 16
βOpen Interest
OKX$897.2K
Bybit$1.39Mβ‘Funding APR
β26.46%
annualized Β· funding only
β Execution Cost
β$21.00
entry + exit fees
β±Payback
never
to break even
β§24h Volume
OKX$6.13MBybit$2.40MLoading Cumulative PnLβ¦
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 (β$21.00 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.