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updated 11:58:15 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~6.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+12.50%
3d Period Avg+6.52%
LONG Hotcoin · now
+5.48%
3d avg:+14.76%
SHORT OKX · nowJELLYJELLY-USDT-SWAP
+17.98%
3d avg:+21.28%
Entry Spread Now
+0.136%
In your favorL 0.05870 · S 0.05878+$13.63 if it converges
24h range −0.48%…+0.22% · median +0.02%
Long pays every8hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$17.19
−0.17%
$Avg Daily PnL
+$1.20
+0.0120%
★Best Day
+$2.36
Aug 14
◎Open Interest
Hotcoin$363.4K
OKX$1.37M⚡Funding APR
+4.39%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
18.3d
to break even
◧24h Volume
Hotcoin—OKX$142.6KLoading 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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.