Funding Arbitrage Backtester

updated 6:07:20 PM

Size$

R-trip cost

Funding ArbitrageLooking at price convergence? → /price-pair

Net Funding APR · Now

+61.94%

3d Avg—

LONG OKX

+0.00%

3d: —

SHORT Ventuals

+61.94%

3d: —

Long pays every8hShort pays every1h

LONGmaker0.020%/taker0.050%SHORTmaker0.030%/taker0.090%

Loading Funding History…

↗Total PnL

−$2.13

−0.02%

$Avg Daily PnL

+$6.47

+0.0647%

∑Funding PnL

+$25.87

before cost

%Win Rate

100.0%

positive days

★Best Day

+$10.54

May 18

◎Open Interest

OKX$6.58M

Ventuals$4.54M

⚡APR

−1.94%

annualized

⚠Execution Cost

−$28.00

entry + exit fees

⏱Payback

4.3d

to break even

⤓Max Drawdown

+$0.00

peak → trough

✕Worst Day

+$2.33

May 15

◧24h Volume

OKX$42.55M

Ventuals$958.2K

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 (−$28.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.