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updated 10:33:08 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.9d
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+21.36%
3d Period Avg+30.33%
LONG OKX · nowHYPE-USDT-SWAP
+3.10%
3d avg:+1.45%
SHORT Perpl · now
+24.46%
3d avg:+31.78%
Entry Spread Now
+0.032%
In your favorL ask 57.3760 · S bid 57.3941+$3.15 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
−$11.16
−0.11%
$Avg Daily PnL
+$4.39
+0.0439%
★Best Day
+$7.10
Aug 14
◎Open Interest
OKX$70.97M
Perpl$475.5K⚡Funding APR
+16.03%
annualized · funding only
⚠Execution Cost
−$28.73
entry + exit fees
⏱Payback
6.5d
to break even
◧24h Volume
OKX$62.83MPerpl$470.2KLoading 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 (−$28.73 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.