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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
7d Period Avg+43.30%
swing±52.29%
LONG Bitget · now
+10.96%
7d avg:+12.43%
SHORT OKX · nowLAB-USDT-SWAP
+10.96%
7d avg:+55.73%
Entry Spread Now
−0.054%
Eaten by executionL 0.05547 · S 0.05544−$5.41 if it converges
24h range −0.27%…+0.24% · median +0.00%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$39.17
+0.39%
$Avg Daily PnL
+$11.86
+0.1186%
★Best Day
+$30.14
Sep 25
◎Open Interest
⚡Funding APR
+43.27%
annualized · funding only
⚠Execution Cost
−$43.82
entry + exit fees
⏱Payback
3.7d
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 (−$43.82 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.