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updated 2:43:46 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%
30d Period Avg−17.73%
LONG OKX · nowSAHARA-USDT-SWAP
+10.96%
30d avg:+0.18%
SHORT Extended · now
+11.40%
30d avg:−17.55%
Entry Spread Now
−0.083%
Against youL 0.007557 · S 0.007551−$8.30 if it converges
24h range −0.23%…+0.05% · median −0.06%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0%/taker0.025%
Limited funding history — chart clipped to available data
- Extended (Short): data starts Jul 21, 2026 (27d available out of 30d requested)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Loading Funding History…
↗Total PnL
−$125.97
−1.26%
$Avg Daily PnL
−$3.58
−0.0358%
★Best Day
+$17.02
Jul 18
◎Open Interest
OKX$793.1K
Extended$1.4K⚡Funding APR
−13.07%
annualized · funding only
⚠Execution Cost
−$15.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
OKX$874.3KExtended$22.7KLoading 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.