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updated 11:57:58 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+26.97%
3d Period Avg+7.56%
LONG OKX · nowMETIS-USDT-SWAP
−14.93%
3d avg:+3.72%
SHORT Toobit · nowMETIS-SWAP-USDT
+12.03%
3d avg:+11.28%
Entry Spread Now
+0.210%
In your favorL 2.3770 · S 2.3820+$21.03 if it converges
24h range −0.08%…+0.29% · median +0.13%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$15.79
−0.16%
$Avg Daily PnL
+$1.55
+0.0155%
★Best Day
+$2.23
Aug 16
◎Open Interest
OKX$215.7K
Toobit$39.8K⚡Funding APR
+5.67%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
14.2d
to break even
◧24h Volume
OKX$62.5KToobit$89.9KLoading 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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.