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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 ~4.5d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+21.50%
7d Period Avg+15.58%
swing±11.83%
LONG Hotcoin · now
−10.54%
7d avg:−6.42%
SHORT OKX · nowLTC-USDT-SWAP
+10.96%
7d avg:+9.16%
Entry Spread Now
+0.000%
NeutralL 70.7500 · S 70.7500
24h range −0.13%…+0.29% · median +0.01%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$1.75
+0.02%
$Avg Daily PnL
+$4.06
+0.0406%
★Best Day
+$6.70
Sep 21
◎Open Interest
Hotcoin$6.69M
OKX$33.35M⚡Funding APR
+14.83%
annualized · funding only
⚠Execution Cost
−$26.70
entry + exit fees
⏱Payback
6.6d
to break even
◧24h Volume
Hotcoin$12.50MOKX$53.71MLoading 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 (−$26.70 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.