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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 ~1.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+64.57%
7d Period Avg+117.59%
swing±151.63%
LONG OKX · nowRSR-USDT-SWAP
−165.30%
7d avg:−188.22%
SHORT Bybit · now
−100.73%
7d avg:−70.63%
Entry Spread Now
+0.026%
Eaten by executionL 0.001909 · S 0.001909+$2.62 if it converges
24h range −0.60%…+4.43% · median +0.17%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.055%
Sparse settlements: long 69%, short 43% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
+$151.32
+1.51%
$Avg Daily PnL
+$24.62
+0.2462%
★Best Day
+$47.82
Oct 13
◎Open Interest
OKX$1.77M
Bybit$3.42M⚡Funding APR
+89.85%
annualized · funding only
⚠Execution Cost
−$21.00
entry + exit fees
⏱Payback
20.4h
to break even
◧24h Volume
OKX$13.26MBybit$14.74MLoading 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 (−$21.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.