← Back to Screener
updated 5:13:32 PMFunding Arbitrage Backtester
Size$
R-trip cost
Funding ArbitrageLooking at price convergence? → /price-pair
Net Funding APR · Now
+28.27%
30d Avg—
LONG OKX
+0.00%
30d: —
SHORT grvt
+28.27%
30d: —
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
+$96.75
+0.97%
$Avg Daily PnL
+$3.89
+0.0389%
★Best Day
+$59.70
May 10
◎Open Interest
OKX$2.04M
grvt$48.7K⚡APR
+11.77%
annualized
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
5.1d
to break even
◧24h Volume
OKX$6.30Mgrvt$2.10MLoading 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.