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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 ~0.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+418.61%
3d Period Avg+377.30%
swing±101.44%
LONG Binance Futures · now
−389.42%
3d avg:−363.41%
SHORT OKX · nowONE-USDT-SWAP
+29.19%
3d avg:+13.89%
Entry Spread Now
−8.016%
Against youL 0.002242 · S 0.002062−$801.62 if it converges
24h range −8.85%…−5.98% · median −7.51%
Long pays every1hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.050%
Sparse settlements: long 43%, short 78% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
+$70.49
+0.70%
$Avg Daily PnL
+$30.16
+0.3016%
★Best Day
+$73.99
Sep 30
◎Open Interest
Binance Futures$9.06M
OKX$2.93M⚡Funding APR
+110.09%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
15.8h
to break even
◧24h Volume
Binance Futures$23.61MOKX$11.76MLoading 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.