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updated 4:33:47 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~124d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.44%
3d Period Avg+4.90%
LONG OKX · nowSAHARA-USDT-SWAP
+10.96%
3d avg:+6.14%
SHORT Extended · now
+11.40%
3d avg:+11.04%
Entry Spread Now
−0.226%
Against youL 0.007537 · S 0.007520−$22.58 if it converges
24h range −0.23%…+0.05% · median −0.07%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0%/taker0.025%
Loading Funding History…
↗Total PnL
−$11.13
−0.11%
$Avg Daily PnL
+$0.97
+0.0097%
★Best Day
+$2.06
Aug 17
◎Open Interest
OKX$801.7K
Extended$1.5K⚡Funding APR
+3.53%
annualized · funding only
⚠Execution Cost
−$15.00
entry + exit fees
⏱Payback
15.5d
to break even
◧24h Volume
OKX$920.9KExtended$31.6KLoading 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.