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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+34.09%
3d Period Avg+16.76%
swing±27.86%
LONG OKX · nowGRVT-USDT-SWAP
+10.96%
3d avg:+1.95%
SHORT Binance Futures · now
+45.05%
3d avg:+18.71%
Entry Spread Now
+0.381%
In your favorL 0.2149 · S 0.2157+$38.11 if it converges
24h range −0.57%…+0.76% · median +0.11%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$6.23
−0.06%
$Avg Daily PnL
+$4.59
+0.0459%
★Best Day
+$6.75
Oct 15
◎Open Interest
OKX$2.44M
Binance Futures$6.68M⚡Funding APR
+16.75%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
4.4d
to break even
◧24h Volume
OKX$1.39MBinance Futures$1.87MLoading 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.