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updated 8:02:21 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
+0.00%
3d Period Avg+7.61%
LONG OKX · nowKGEN-USDT-SWAP
+10.96%
3d avg:+13.04%
SHORT Toobit · nowKGEN-SWAP-USDT
+10.96%
3d avg:+20.65%
Entry Spread Now
+0.115%
In your favorL 0.1745 · S 0.1747+$11.46 if it converges
24h range −0.51%…+0.79% · median +0.17%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$16.10
−0.16%
$Avg Daily PnL
+$1.97
+0.0197%
★Best Day
+$9.73
Aug 17
◎Open Interest
⚡Funding APR
+7.18%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
11.2d
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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.