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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 ~0.7d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+104.50%
1d Period Avg+17.95%
swing±64.13%
LONG OKX · nowSKHYNIX-USDT-SWAP
+0.00%
1d avg:−21.57%
SHORT Aftermath · now
+104.50%
1d avg:−3.62%
Entry Spread Now
−0.174%
Against youL 1,353.4 · S 1,351.05−$17.38 if it converges
24h range −0.55%…+0.19% · median −0.05%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker-0.005%/taker0.045%
Loading Funding History…
↗Total PnL
−$16.33
−0.16%
$Avg Daily PnL
+$3.85
+0.0385%
★Best Day
+$2.08
Oct 2
◎Open Interest
⚡Funding APR
+14.06%
annualized · funding only
⚠Execution Cost
−$20.18
entry + exit fees
⏱Payback
5.2d
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 (−$20.18 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.