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updated 12:22:52 AMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+374.65%
3d Period Avg+124.33%
swing±148.02%
LONG QFEX · now
+0.00%
3d avg:+0.00%
SHORT OKX · nowGPRO-USDT-SWAP
+374.65%
3d avg:+124.33%
Entry Spread Now
+0.545%
In your favorL 1.2850 · S 1.2920+$54.47 if it converges
24h range −1.12%…+0.75% · median +0.15%
Long pays every1hShort pays every8h
LONGmaker0.050%/taker0.100%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$72.15
+0.72%
$Avg Daily PnL
+$25.54
+0.2554%
★Best Day
+$35.36
Sep 18
◎Open Interest
QFEX$1.14M
OKX$403.9K⚡Funding APR
+93.21%
annualized · funding only
⚠Execution Cost
−$30.00
entry + exit fees
⏱Payback
1.2d
to break even
◧24h Volume
QFEX$34.6KOKX$443.2KLoading 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 (−$30.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.