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updated 2:44:08 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+92.46%
30d Period Avg+33.97%
LONG Toobit · nowONE-SWAP-USDT
−0.17%
30d avg:−14.26%
SHORT OKX · nowONE-USDT-SWAP
+92.29%
30d avg:+19.71%
Entry Spread Now
−1.889%
Against youL 0.0007252 · S 0.0007115−$188.91 if it converges
24h range −3.40%…−1.57% · median −2.15%
Long pays every8hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$231.37
+2.31%
$Avg Daily PnL
+$8.17
+0.0817%
★Best Day
+$109.34
Aug 13
◎Open Interest
Toobit$51.7K
OKX$539.2K⚡Funding APR
+29.83%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
2.7d
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.