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updated 9:04:49 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−0.44%
3d Period Avg−0.80%
LONG OKX · nowISRG-USDT-SWAP
+0.00%
3d avg:+0.00%
SHORT WEEX · now
−0.44%
3d avg:−0.80%
Entry Spread Now
+0.138%
In your favorL 390.6600 · S 391.2000+$13.82 if it converges
24h range −0.55%…+0.54% · median −0.00%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.080%
Loading Funding History…
↗Total PnL
−$26.65
−0.27%
$Avg Daily PnL
−$0.22
−0.0022%
★Best Day
+$0.07
Aug 15
◎Open Interest
OKX$92.0K
WEEX$2.78M⚡Funding APR
−0.79%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
OKX$72.5KWEEX$164.8KLoading 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 (−$26.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.