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updated 2:45:02 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+93.00%
30d Period Avg+16.42%
LONG OKX · nowKR200-USDT-SWAP
+0.00%
30d avg:+28.24%
SHORT trade[XYZ] · nowxyz:KR200
+93.00%
30d avg:+44.66%
Entry Spread Now
−0.139%
Eaten by executionL 1,104.13 · S 1,102.6−$13.86 if it converges
24h range −0.28%…+0.35% · median +0.07%
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 Jul 27, 2026 (21d available out of 30d requested)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Loading Funding History…
↗Total PnL
+$206.31
+2.06%
$Avg Daily PnL
+$7.56
+0.0756%
★Best Day
+$74.64
Jul 24
◎Open Interest
OKX$115.7K![trade[XYZ]](/icons/exchanges/hyperliquid.jpg){kind=icon}
trade[XYZ]$1.26M⚡Funding APR
+27.59%
annualized · funding only
⚠Execution Cost
−$28.00
entry + exit fees
⏱Payback
3.7d
to break even
◧24h Volume
OKX$132.7Ktrade[XYZ]$221.6KLoading 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 (−$28.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.