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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~7.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+13.62%
30d Period Avg−9.85%
swing±34.88%
LONG OKX · nowJP225-USDT-SWAP
+0.00%
30d avg:+0.00%
SHORT trade[XYZ] · nowxyz:JP225
+13.62%
30d avg:−9.85%
Entry Spread Now
+0.021%
Eaten by executionL 66,334 · S 66,348+$2.11 if it converges
24h range −0.18%…+0.44% · median +0.10%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0.030%/taker0.090%
Limited funding history — chart clipped to available data
- OKX (Long): data starts Sep 9, 2026 (19d available out of 30d requested)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Loading Funding History…
↗Total PnL
−$79.81
−0.80%
$Avg Daily PnL
−$1.73
−0.0173%
★Best Day
+$5.23
Sep 14
◎Open Interest
⚡Funding APR
−6.30%
annualized · funding only
⚠Execution Cost
−$28.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Loading 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 (−$28.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.