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updated 7:20:28 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+22.32%
3d Period Avg+12.49%
LONG OKX · nowRECALL-USDT-SWAP
+10.96%
3d avg:+10.96%
SHORT Toobit · nowRECALL-SWAP-USDT
+33.27%
3d avg:+23.45%
Entry Spread Now
−0.937%
Against youL 0.04698 · S 0.04654−$93.66 if it converges
24h range −0.32%…+1.70% · median +0.10%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$11.74
−0.12%
$Avg Daily PnL
+$2.56
+0.0256%
★Best Day
+$6.46
Aug 17
◎Open Interest
OKX$132.5K
Toobit$43.4K⚡Funding APR
+9.36%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
8.6d
to break even
◧24h Volume
OKX$156.9KToobit$561.6KLoading 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.