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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
+0.00%
3d Period Avg+7.75%
swing±19.09%
LONG Binance Futures · now
+10.96%
3d avg:+4.16%
SHORT OKX · nowFLOCK-USDT-SWAP
+10.96%
3d avg:+11.91%
Entry Spread Now
+0.011%
NeutralL 0.04478 · S 0.04478
24h range −0.06%…+0.84% · median +0.11%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$6.85
−0.07%
$Avg Daily PnL
+$4.38
+0.0438%
★Best Day
+$7.81
Oct 16
◎Open Interest
⚡Funding APR
+16.00%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
4.6d
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.