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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 ~3.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+19.58%
3d Period Avg+13.28%
swing±16.14%
LONG OKX · nowUS100-USDT-SWAP
+0.00%
3d avg:+2.44%
SHORT Aftermath · now
+19.58%
3d avg:+15.72%
Entry Spread Now
+0.014%
NeutralL 30,799 · S 30,803.24
24h range −0.18%…+0.15% · median −0.02%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker-0.005%/taker0.045%
Loading Funding History…
↗Total PnL
−$9.96
−0.10%
$Avg Daily PnL
+$3.01
+0.0301%
★Best Day
+$6.51
Sep 30
◎Open Interest
⚡Funding APR
+11.00%
annualized · funding only
⚠Execution Cost
−$19.00
entry + exit fees
⏱Payback
6.3d
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 + fees only (orderbook snapshot stale) on both legs (−$19.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.