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updated 5:06:54 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+34.35%
30d Period Avg−2.41%
LONG Bybit · now
−29.00%
30d avg:+1.84%
SHORT OKX · nowSNX-USDT-SWAP
+5.35%
30d avg:−0.57%
Entry Spread Now
−0.101%
Eaten by executionL 0.1988 · S 0.1986−$10.06 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
−$40.80
−0.41%
$Avg Daily PnL
−$0.64
−0.0064%
★Best Day
+$5.39
Aug 3
◎Open Interest
Bybit$1.30M
OKX$485.9K⚡Funding APR
−2.33%
annualized · funding only
⚠Execution Cost
−$21.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Bybit$195.5KOKX$269.7KLoading 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.