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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~6.4d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+15.73%
3d Period Avg+17.01%
swing±8.98%
LONG Hotcoin · now
−4.78%
3d avg:−8.17%
SHORT OKX · nowLTC-USDT-SWAP
+10.96%
3d avg:+8.84%
Entry Spread Now
+0.014%
NeutralL 70.1600 · S 70.1700
24h range −0.14%…+0.29% · median +0.01%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$13.00
−0.13%
$Avg Daily PnL
+$4.84
+0.0484%
★Best Day
+$4.88
Sep 26
◎Open Interest
⚡Funding APR
+17.66%
annualized · funding only
⚠Execution Cost
−$27.52
entry + exit fees
⏱Payback
5.7d
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 (−$27.52 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.