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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 ~2.4d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+134.64%
3d Period Avg+114.66%
swing±157.74%
LONG OKX · nowRSR-USDT-SWAP
−123.68%
3d avg:−205.95%
SHORT Bybit · now
+10.96%
3d avg:−91.29%
Entry Spread Now
+0.585%
In your favorL 0.001916 · S 0.001927+$58.46 if it converges
24h range −0.60%…+4.43% · median +0.14%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
+$9.36
+0.09%
$Avg Daily PnL
+$32.37
+0.3237%
★Best Day
+$30.39
Oct 15
◎Open Interest
OKX$1.77M
Bybit$3.47M⚡Funding APR
+118.17%
annualized · funding only
⚠Execution Cost
−$87.76
entry + exit fees
⏱Payback
2.7d
to break even
◧24h Volume
OKX$10.71MBybit$11.88MLoading 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 (−$87.76 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.