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updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding covers it in ~14d
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
+5.22%
7d Period Avg+9.61%
swingΒ±29.31%
LONG OKX Β· nowMINA-USDT-SWAP
β45.29%
7d avg:β106.08%
SHORT Binance Futures Β· now
β40.07%
7d avg:β96.47%
Entry Spread Now
β0.047%
Eaten by executionL 0.07288 Β· S 0.07285β$4.69 if it converges
24h range β1.10%β¦+0.77% Β· median β0.05%
Long pays every4hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.050%
Loading Funding Historyβ¦
βTotal PnL
β$14.68
β0.15%
$Avg Daily PnL
+$0.76
+0.0076%
β
Best Day
+$12.00
Oct 15
βOpen Interest
OKX$2.33M
Binance Futures$5.53Mβ‘Funding APR
+2.77%
annualized Β· funding only
β Execution Cost
β$20.00
entry + exit fees
β±Payback
26.3d
to break even
β§24h Volume
OKX$6.73MBinance Futures$18.03MLoading Cumulative PnLβ¦
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 (β$20.00 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.