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updated 9:05:32 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~9.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+5.70%
3d Period Avg−0.14%
LONG Extended · now
+5.26%
3d avg:+11.10%
SHORT OKX · nowRENDER-USDT-SWAP
+10.96%
3d avg:+10.96%
Entry Spread Now
+0.289%
In your favorL 1.2693 · S 1.2730+$28.90 if it converges
24h range −0.06%…+0.60% · median +0.15%
Long pays every1hShort pays every4h
LONGmaker0%/taker0.025%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$14.99
−0.15%
$Avg Daily PnL
+$0.00
+0.0000%
★Best Day
+$0.50
Aug 17
◎Open Interest
Extended$8.5K
OKX$1.76M⚡Funding APR
+0.01%
annualized · funding only
⚠Execution Cost
−$15.00
entry + exit fees
⏱Payback
200.0mo
to break even
◧24h Volume
Extended$150.5KOKX$2.05MLoading 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 (−$15.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.