β Back to Screener
updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding never covers this cost
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
+0.00%
3d Period Avgβ6.20%
swingΒ±36.65%
LONG OKX Β· nowRAVE-USDT-SWAP
+10.96%
3d avg:+40.65%
SHORT Bybit Β· now
+10.96%
3d avg:+34.45%
Entry Spread Now
β0.065%
Eaten by executionL 0.1543 Β· S 0.1542β$6.48 if it converges
24h range β0.64%β¦+0.51% Β· median β0.12%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.055%
Loading Funding Historyβ¦
βTotal PnL
β$26.09
β0.26%
$Avg Daily PnL
β$1.70
β0.0170%
β
Best Day
+$7.34
Oct 15
βOpen Interest
OKX$1.39M
Bybit$1.84Mβ‘Funding APR
β6.19%
annualized Β· funding only
β Execution Cost
β$21.00
entry + exit fees
β±Payback
never
to break even
β§24h Volume
OKX$2.55MBybit$867.5KLoading Cumulative PnLβ¦
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 (β$21.00 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.