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updated 10:36:14 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~7.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+10.13%
30d Period Avg+25.51%
LONG Hotcoin · now
+5.48%
30d avg:+14.79%
SHORT OKX · nowJELLYJELLY-USDT-SWAP
+15.61%
30d avg:+40.30%
Entry Spread Now
+0.085%
Eaten by executionL 0.05855 · S 0.05860+$8.54 if it converges
24h range −0.27%…+0.22% · median +0.02%
Long pays every8hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Limited funding history — chart clipped to available data
- Hotcoin (Long): data starts Jul 30, 2026 (17d available out of 30d requested)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Loading Funding History…
↗Total PnL
+$168.20
+1.68%
$Avg Daily PnL
+$6.14
+0.0614%
★Best Day
+$21.05
Aug 9
◎Open Interest
Hotcoin$363.1K
OKX$1.37M⚡Funding APR
+22.39%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
3.6d
to break even
◧24h Volume
Hotcoin—OKX$188.5KLoading 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.