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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 ~0.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+202.46%
3d Period Avg+23.08%
swing±59.28%
LONG OKX · nowRSR-USDT-SWAP
−2613.11%
3d avg:−12.40%
SHORT Hotcoin · now
−2410.65%
3d avg:+10.68%
Entry Spread Now
+0.839%
In your favorL 0.002383 · S 0.002403+$83.93 if it converges
24h range −2.61%…+9.70% · median +0.18%
Long pays every2hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Sparse settlements: long 22%, short 89% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
−$11.94
−0.12%
$Avg Daily PnL
+$3.35
+0.0335%
★Best Day
+$4.08
Oct 12
◎Open Interest
⚡Funding APR
+12.24%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
6.6d
to break even
◧24h Volume
Loading 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.