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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+38.89%
7d Period Avg+24.10%
swing±38.21%
LONG OKX · nowTRUTH-USDT-SWAP
+10.96%
7d avg:+24.49%
SHORT Binance Futures · now
+49.85%
7d avg:+48.59%
Entry Spread Now
−0.403%
Against youL 0.01898 · S 0.01891−$40.28 if it converges
24h range −1.75%…+1.53% · median −0.01%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$26.19
+0.26%
$Avg Daily PnL
+$6.60
+0.0660%
★Best Day
+$18.97
Oct 14
◎Open Interest
⚡Funding APR
+24.08%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
3.0d
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 + fees only (orderbook snapshot stale) on both legs (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.