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updated 4:03:24 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+133.70%
3d Period Avg+19.86%
LONG OKX · nowKR200-USDT-SWAP
+0.00%
3d avg:+0.00%
SHORT trade[XYZ] · nowxyz:KR200
+133.70%
3d avg:+19.86%
Entry Spread Now
+0.017%
NeutralL 1,105.51 · S 1,105.7
24h range −0.28%…+0.35% · median +0.07%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0.030%/taker0.090%
Loading Funding History…
↗Total PnL
−$9.82
−0.10%
$Avg Daily PnL
+$4.54
+0.0454%
★Best Day
+$9.02
Aug 14
◎Open Interest
OKX$116.9K![trade[XYZ]](/icons/exchanges/hyperliquid.jpg){kind=icon}
trade[XYZ]$1.27M⚡Funding APR
+16.59%
annualized · funding only
⚠Execution Cost
−$28.00
entry + exit fees
⏱Payback
6.2d
to break even
◧24h Volume
OKX$133.8Ktrade[XYZ]$239.7KLoading 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.