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updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding never covers this cost
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
β11.17%
7d Period Avg+11.93%
swingΒ±17.00%
LONG OKX Β· nowS-USDT-SWAP
β9.92%
7d avg:β17.50%
SHORT Binance Futures Β· now
β21.09%
7d avg:β5.57%
Entry Spread Now
β0.053%
Eaten by executionL 0.05710 Β· S 0.05707β$5.25 if it converges
24h range β0.93%β¦+0.86% Β· median β0.09%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.050%
Loading Funding Historyβ¦
βTotal PnL
+$2.87
+0.03%
$Avg Daily PnL
+$3.27
+0.0327%
β
Best Day
+$6.45
Oct 13
βOpen Interest
OKXβ
Binance Futuresββ‘Funding APR
+11.93%
annualized Β· funding only
β Execution Cost
β$20.00
entry + exit fees
β±Payback
6.1d
to break even
β§24h Volume
OKX$10.24MBinance FuturesβLoading Cumulative PnLβ¦
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 (β$20.00 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.