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updated 4:32:10 AMFunding Arbitrage Backtester
Size$
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
+194.19%
3d Period Avg+28.08%
LONG Bitget · now
+0.00%
3d avg:+0.00%
SHORT OKX · nowSHAZ-USDT-SWAP
+194.19%
3d avg:+28.08%
Entry Spread Now
−0.574%
Against youL 76.7000 · S 76.2600−$57.37 if it converges
24h range −0.46%…+0.06% · median −0.15%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$1.07
+0.01%
$Avg Daily PnL
+$5.77
+0.0577%
★Best Day
+$29.16
Aug 17
◎Open Interest
⚡Funding APR
+21.05%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
3.8d
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.