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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
+447.42%
7d Period Avg+304.30%
swing±178.34%
LONG Binance Futures · now
−396.72%
7d avg:−386.48%
SHORT OKX · nowONE-USDT-SWAP
+50.70%
7d avg:−82.18%
Entry Spread Now
−7.575%
Against youL 0.002202 · S 0.002035−$757.53 if it converges
24h range −8.85%…−5.98% · median −7.40%
Long pays every1hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.050%
Sparse settlements: long 20%, short 55% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
+$117.42
+1.17%
$Avg Daily PnL
+$19.63
+0.1963%
★Best Day
+$73.99
Sep 30
◎Open Interest
Binance Futures$8.97M
OKX$2.87M⚡Funding APR
+71.66%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
1.0d
to break even
◧24h Volume
Binance Futures$22.81MOKX$11.23MLoading 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.