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updated 2:34:34 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+35.46%
3d Period Avg+3.79%
LONG Bybit · now
−24.50%
3d avg:−1.40%
SHORT OKX · nowGALA-USDT-SWAP
+10.96%
3d avg:+2.39%
Entry Spread Now
+0.182%
In your favorL 0.001649 · S 0.001652+$18.19 if it converges
24h range −0.36%…+0.37% · median −0.06%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$17.89
−0.18%
$Avg Daily PnL
+$0.78
+0.0078%
★Best Day
+$3.38
Aug 16
◎Open Interest
Bybit$4.34M
OKX$1.36M⚡Funding APR
+2.84%
annualized · funding only
⚠Execution Cost
−$21.00
entry + exit fees
⏱Payback
27.0d
to break even
◧24h Volume
Bybit$1.98MOKX$1.81MLoading 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.