← Back to Screener
updated —ONE Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+24.98%
7d Period Avg+45.39%
swing±86.67%
LONG MEXC · now
−14.03%
7d avg:−110.45%
SHORT OKX · nowONE-USDT-SWAP
+10.96%
7d avg:−65.06%
Entry Spread Now
−0.097%
Against youL 0.001344 · S 0.001342−$9.67 if it converges
24h range −1.53%…+0.61% · median −0.13%
Long pays every4hShort pays every4h
LONGmaker0%/taker0.020%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$76.67
+0.77%
$Avg Daily PnL
+$12.95
+0.1295%
★Best Day
+$29.74
Nov 8
◎Open Interest
MEXC$5.65M
OKX$1.64M⚡Funding APR
+47.28%
annualized · funding only
⚠Execution Cost
−$14.00
entry + exit fees
⏱Payback
1.1d
to break even
◧24h Volume
MEXC$1.67MOKX$8.16MLoading 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 (−$14.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.