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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
3d Period Avg+8.28%
swing±14.84%
LONG Bitget · now
+0.00%
3d avg:+1.38%
SHORT OKX · nowUS500-USDT-SWAP
+0.00%
3d avg:+9.66%
Entry Spread Now
−0.165%
Against youL ask 7,633.4 · S bid 7,620.8−$16.51 at entry
24h range −0.25%…+0.10% · median −0.07%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$55.12
−0.55%
$Avg Daily PnL
+$2.27
+0.0227%
★Best Day
+$5.91
Oct 17
◎Open Interest
⚡Funding APR
+8.28%
annualized · funding only
⚠Execution Cost
−$61.93
entry + exit fees
⏱Payback
27.3d
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 + live L2 orderbook slippage on both legs (−$61.93 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.