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updated 3:34:27 PMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.8d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+197.97%
1d Period Avg+51.48%
swing±27.45%
LONG QFEX · nowUS500-USD
−72.47%
1d avg:+0.00%
SHORT OKX · nowUS500-USDT-SWAP
+125.50%
1d avg:+51.48%
Entry Spread Now
+0.160%
In your favorL ask 7,615.7 · S bid 7,627.9+$16.02 at entry
24h range −0.85%…+0.30% · median +0.11%
Long pays every1hShort pays every8h
LONGmaker0.050%/taker0.100%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$23.09
−0.23%
$Avg Daily PnL
+$9.70
+0.0970%
★Best Day
+$12.29
Sep 14
◎Open Interest
QFEX$9.36M
OKX$111.3K⚡Funding APR
+35.39%
annualized · funding only
⚠Execution Cost
−$42.48
entry + exit fees
⏱Payback
4.4d
to break even
◧24h Volume
QFEX$211.3KOKX$43.0KLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (−$42.48 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.