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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 ~62d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+3.51%
7d Period Avg+35.10%
swing±59.34%
LONG OKX · nowSOON-USDT-SWAP
+70.78%
7d avg:+40.67%
SHORT Bitget · now
+74.29%
7d avg:+75.77%
Entry Spread Now
−0.503%
Against youL 0.3383 · S 0.3366−$50.25 if it converges
24h range −1.71%…+3.81% · median +0.03%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$7.68
+0.08%
$Avg Daily PnL
+$9.61
+0.0961%
★Best Day
+$36.82
Sep 25
◎Open Interest
⚡Funding APR
+35.08%
annualized · funding only
⚠Execution Cost
−$59.59
entry + exit fees
⏱Payback
6.2d
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 (−$59.59 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.