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updated 1:02:42 PMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+235.50%
3d Period Avg+322.54%
swing±263.22%
LONG OKX · nowSOPH-USDT-SWAP
−106.99%
3d avg:−153.68%
SHORT Hotcoin · now
+128.52%
3d avg:+168.86%
Entry Spread Now
−0.103%
Eaten by executionL 0.003877 · S 0.003873−$10.32 if it converges
24h range −0.33%…+0.37% · median +0.00%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$242.92
+2.43%
$Avg Daily PnL
+$66.23
+0.6623%
★Best Day
+$109.75
Sep 13
◎Open Interest
OKX$1.05M
Hotcoin$472.4K⚡Funding APR
+241.74%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
7.9h
to break even
◧24h Volume
OKX$4.24MHotcoin—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.