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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~22d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+3.29%
30d Period Avg+11.73%
swing±45.92%
LONG BingX · now
+7.67%
30d avg:+32.04%
SHORT OKX · nowNES-USDT-SWAP
+10.96%
30d avg:+43.77%
Entry Spread Now
−0.065%
Eaten by executionL 0.1534 · S 0.1533−$6.52 if it converges
24h range −0.44%…+1.21% · median +0.00%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$76.36
+0.76%
$Avg Daily PnL
+$3.21
+0.0321%
★Best Day
+$30.72
Sep 30
◎Open Interest
BingX$718.2K
OKX$916.0K⚡Funding APR
+11.72%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
6.2d
to break even
◧24h Volume
BingX$733.7KOKX$547.1KLoading 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.