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updated 5:01:21 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
+200.28%
3d Period Avg+76.36%
swing±55.22%
LONG QFEX · nowUS500-USD
−70.94%
3d avg:−7.79%
SHORT OKX · nowUS500-USDT-SWAP
+129.34%
3d avg:+68.57%
Entry Spread Now
+0.143%
In your favorL ask 7,642.8 · S bid 7,653.7+$14.26 at entry
24h range −0.85%…+0.25% · median +0.10%
Long pays every1hShort pays every8h
LONGmaker0.050%/taker0.100%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$17.31
+0.17%
$Avg Daily PnL
+$15.61
+0.1561%
★Best Day
+$24.82
Sep 14
◎Open Interest
QFEX$9.40M
OKX$112.3K⚡Funding APR
+56.96%
annualized · funding only
⚠Execution Cost
−$45.11
entry + exit fees
⏱Payback
2.9d
to break even
◧24h Volume
QFEX$211.3KOKX$53.0KLoading 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 (−$45.11 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.