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updated 5:03:22 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+54.51%
30d Period Avg−3.45%
LONG Bybit · nowFILPERP
−43.55%
30d avg:+7.84%
SHORT OKX · nowFIL-USDT-SWAP
+10.96%
30d avg:+4.39%
Entry Spread Now
+0.120%
In your favorL 0.6662 · S 0.6670+$12.01 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
−$46.67
−0.47%
$Avg Daily PnL
−$0.83
−0.0083%
★Best Day
+$6.60
Aug 14
◎Open Interest
Bybit$55.9K
OKX$12.68M⚡Funding APR
−3.02%
annualized · funding only
⚠Execution Cost
−$21.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Bybit$2.6KOKX$18.17MLoading 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.