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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 ~766d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.10%
3d Period Avg+21.54%
swing±31.15%
LONG OKX · nowGRVT-USDT-SWAP
+10.96%
3d avg:+1.95%
SHORT Bybit · now
+11.06%
3d avg:+23.49%
Entry Spread Now
+0.107%
In your favorL 0.2147 · S 0.2149+$10.72 if it converges
24h range −0.58%…+0.43% · median +0.13%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
−$3.31
−0.03%
$Avg Daily PnL
+$5.90
+0.0590%
★Best Day
+$7.95
Oct 16
◎Open Interest
OKX$2.44M
Bybit$3.25M⚡Funding APR
+21.53%
annualized · funding only
⚠Execution Cost
−$21.00
entry + exit fees
⏱Payback
3.6d
to break even
◧24h Volume
OKX$1.39MBybit$463.9KLoading 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.