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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−14.21%
3d Period Avg+10.44%
swing±36.64%
LONG OKX · nowSAMSUNG-USDT-SWAP
+0.00%
3d avg:−14.91%
SHORT Bitunix · nowSAMSUNGUSDT
−14.21%
3d avg:−4.47%
Entry Spread Now
+0.074%
Eaten by executionL 202.7000 · S 202.8500+$7.40 if it converges
24h range −0.16%…+0.48% · median +0.04%
Long pays every8hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$11.81
−0.12%
$Avg Daily PnL
+$2.55
+0.0255%
★Best Day
+$3.70
Sep 22
◎Open Interest
⚡Funding APR
+9.30%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
8.6d
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.