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updated 11:21:59 AMFunding 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
+312.90%
7d Period Avg+203.56%
swing±232.23%
LONG OKX · nowSOPH-USDT-SWAP
−142.74%
7d avg:−159.94%
SHORT Hotcoin · now
+170.16%
7d avg:+43.62%
Entry Spread Now
−0.156%
Against youL 0.003858 · S 0.003852−$15.55 if it converges
24h range −0.33%…+0.56% · median +0.00%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$360.62
+3.61%
$Avg Daily PnL
+$47.83
+0.4783%
★Best Day
+$109.75
Sep 13
◎Open Interest
OKX$1.04M
Hotcoin$469.8K⚡Funding APR
+174.57%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
11.0h
to break even
◧24h Volume
OKX$4.31MHotcoin—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.