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updated 2:57:10 PMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+154.98%
3d Period Avg+61.42%
swing±124.64%
LONG Hotcoin · now
−27.84%
3d avg:−37.27%
SHORT OKX · nowGPRO-USDT-SWAP
+127.14%
3d avg:+24.15%
Entry Spread Now
+0.746%
In your favorL 1.3400 · S 1.3500+$74.63 if it converges
24h range −1.05%…+0.90% · median −0.23%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$32.59
+0.33%
$Avg Daily PnL
+$13.65
+0.1365%
★Best Day
+$31.33
Sep 12
◎Open Interest
Hotcoin$167.8K
OKX$413.5K⚡Funding APR
+49.81%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
1.6d
to break even
◧24h Volume
Hotcoin—OKX$515.2KLoading 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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.