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updated 11:57:47 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.5d
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+39.98%
3d Period Avg+30.58%
LONG OKX · nowHYPE-USDT-SWAP
+8.95%
3d avg:+1.47%
SHORT Perpl · now
+48.93%
3d avg:+32.05%
Entry Spread Now
+0.014%
In your favorL ask 57.3910 · S bid 57.3989+$1.38 at entry
24h range −0.10%…+0.20% · median +0.01%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0.050%/taker0.088%
Loading Funding History…
↗Total PnL
−$9.84
−0.10%
$Avg Daily PnL
+$4.40
+0.0440%
★Best Day
+$7.10
Aug 14
◎Open Interest
OKX$71.58M
Perpl$474.1K⚡Funding APR
+16.04%
annualized · funding only
⚠Execution Cost
−$27.42
entry + exit fees
⏱Payback
6.2d
to break even
◧24h Volume
OKX$64.44MPerpl$441.7KLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (−$27.42 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.