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updated —O Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+46.25%
3d Period Avg+22.80%
swing±28.44%
LONG KuCoin · nowOUSDTM
+10.96%
3d avg:+11.76%
SHORT OKX · nowO-USDT-SWAP
+57.21%
3d avg:+34.56%
Entry Spread Now
+0.217%
In your favorL 0.5064 · S 0.5075+$21.72 if it converges
24h range −0.33%…+0.62% · median +0.18%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$3.27
−0.03%
$Avg Daily PnL
+$6.24
+0.0624%
★Best Day
+$9.27
Nov 11
◎Open Interest
KuCoin$891.3K
OKX$2.25M⚡Funding APR
+22.78%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
3.5d
to break even
◧24h Volume
KuCoin$1.29MOKX$797.8KLoading 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.