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updated 4:06:27 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+81.69%
3d Period Avg+81.09%
LONG Toobit · nowONE-SWAP-USDT
−0.17%
3d avg:+5.84%
SHORT OKX · nowONE-USDT-SWAP
+81.53%
3d avg:+86.93%
Entry Spread Now
−2.357%
Against youL 0.0007256 · S 0.0007085−$235.67 if it converges
24h range −3.40%…−1.57% · median −2.17%
Long pays every8hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$40.91
+0.41%
$Avg Daily PnL
+$15.73
+0.1573%
★Best Day
+$25.11
Aug 14
◎Open Interest
Toobit$51.7K
OKX$529.1K⚡Funding APR
+57.40%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
1.4d
to break even
◧24h Volume
Toobit$1.35MOKX$1.74MLoading 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.