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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
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−6.81%
3d Period Avg+23.22%
swing±20.41%
LONG OKX · nowEDGE-USDT-SWAP
+60.06%
3d avg:+45.64%
SHORT BingX · nowEDGEX-USDT
+53.25%
3d avg:+68.86%
Entry Spread Now
+0.017%
NeutralL 0.5806 · S 0.5807
24h range −0.74%…+0.77% · median +0.00%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$0.93
−0.01%
$Avg Daily PnL
+$6.36
+0.0636%
★Best Day
+$10.07
Sep 26
◎Open Interest
⚡Funding APR
+23.20%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
3.1d
to break even
◧24h Volume
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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.