← Back to Screener
updated 6:15:26 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~24d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+3.13%
3d Period Avg+11.09%
LONG Bybit · nowFILPERP
+7.83%
3d avg:−2.48%
SHORT OKX · nowFIL-USDT-SWAP
+10.96%
3d avg:+8.61%
Entry Spread Now
+0.075%
Eaten by executionL 0.6661 · S 0.6666+$7.51 if it converges
24h range +0.02%…+0.37% · median +0.12%
Long pays every4hShort pays every8h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$11.36
−0.11%
$Avg Daily PnL
+$2.41
+0.0241%
★Best Day
+$6.99
Aug 14
◎Open Interest
Bybit$55.9K
OKX$12.94M⚡Funding APR
+8.80%
annualized · funding only
⚠Execution Cost
−$21.00
entry + exit fees
⏱Payback
8.7d
to break even
◧24h Volume
Bybit$2.7KOKX$19.44MLoading 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 (−$21.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.