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updated 2:41:34 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~7.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+9.84%
30d Period Avg+3.82%
LONG OKX · nowMEME-USDT-SWAP
+1.12%
30d avg:+4.46%
SHORT Binance Futures · now
+10.96%
30d avg:+8.28%
Entry Spread Now
+0.068%
Eaten by executionL 0.0004686 · S 0.0004689+$6.83 if it converges
24h range −0.23%…+0.10% · median −0.04%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$11.32
+0.11%
$Avg Daily PnL
+$1.01
+0.0101%
★Best Day
+$8.10
Aug 7
◎Open Interest
OKX$340.4K
Binance Futures$1.98M⚡Funding APR
+3.69%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
19.8d
to break even
◧24h Volume
OKX$475.8KBinance Futures$1.98MLoading 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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.