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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 ~1.9d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+40.13%
3d Period Avg+2.91%
swing±38.08%
LONG OKX · nowSKHYNIX-USDT-SWAP
+0.00%
3d avg:−1.25%
SHORT Aftermath · now
+40.13%
3d avg:+1.66%
Entry Spread Now
+0.000%
NeutralL 1,351.8 · S 1,351.81
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
−$17.20
−0.17%
$Avg Daily PnL
+$1.12
+0.0112%
★Best Day
+$2.70
Oct 2
◎Open Interest
⚡Funding APR
+4.09%
annualized · funding only
⚠Execution Cost
−$20.56
entry + exit fees
⏱Payback
18.4d
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 (−$20.56 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.