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updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding covers it in ~2.7d
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
+26.74%
7d Period Avg+7.86%
swingΒ±100.97%
LONG Binance Futures Β· now
β15.79%
7d avg:β53.92%
SHORT OKX Β· nowLA-USDT-SWAP
+10.96%
7d avg:β46.06%
Entry Spread Now
+1.304%
In your favorL 0.05523 Β· S 0.05595+$130.36 if it converges
24h range β0.18%β¦+0.31% Β· median β0.00%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.050%
Loading Funding Historyβ¦
βTotal PnL
β$32.36
β0.32%
$Avg Daily PnL
β$1.77
β0.0177%
β
Best Day
+$6.30
Oct 15
βOpen Interest
Binance Futures$2.40M
OKX$662.7Kβ‘Funding APR
β6.44%
annualized Β· funding only
β Execution Cost
β$20.00
entry + exit fees
β±Payback
never
to break even
β§24h Volume
Binance Futures$1.83MOKX$407.1KLoading Cumulative PnLβ¦
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 (β$20.00 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.