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updated 6:59:03 PMFunding Arbitrage Backtester
Size$
R-trip cost
Funding ArbitrageLooking at price convergence? → /price-pair
Net Funding APR · Now
+45.20%
3d Avg—
LONG OKX
+19.56%
3d: —
SHORT grvt
+64.76%
3d: —
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
−$12.88
−0.13%
$Avg Daily PnL
+$1.78
+0.0178%
★Best Day
+$4.23
May 18
◎Open Interest
OKX$1.87M
grvt$8.1K⚡APR
−11.75%
annualized
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
11.2d
to break even
◧24h Volume
OKX$3.64Mgrvt$698.2KLoading 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.