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updated 4:18:51 PMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+27.53%
3d Period Avg+73.84%
swing±118.09%
LONG Hotcoin · now
+10.96%
3d avg:−44.06%
SHORT OKX · nowGPRO-USDT-SWAP
+38.48%
3d avg:+29.78%
Entry Spread Now
−0.148%
Against youL 1.3520 · S 1.3500−$14.79 if it converges
24h range −1.05%…+0.90% · median −0.31%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$33.85
+0.34%
$Avg Daily PnL
+$18.62
+0.1862%
★Best Day
+$31.33
Sep 12
◎Open Interest
Hotcoin$169.3K
OKX$409.8K⚡Funding APR
+67.95%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
1.2d
to break even
◧24h Volume
Hotcoin—OKX$509.3KLoading 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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.