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updated 6:22:33 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+16.09%
3d Period Avg+1.94%
LONG Bybit · now
−16.03%
3d avg:+6.34%
SHORT OKX · nowSNX-USDT-SWAP
+0.05%
3d avg:+8.28%
Entry Spread Now
−0.050%
Eaten by executionL 0.1982 · S 0.1981−$5.05 if it converges
24h range −0.25%…+0.15% · median +0.00%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$19.40
−0.19%
$Avg Daily PnL
+$0.40
+0.0040%
★Best Day
+$0.96
Aug 14
◎Open Interest
Bybit$1.30M
OKX$486.7K⚡Funding APR
+1.46%
annualized · funding only
⚠Execution Cost
−$21.00
entry + exit fees
⏱Payback
1.8mo
to break even
◧24h Volume
Bybit$184.2KOKX$271.5KLoading 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 (−$21.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.