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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 ~4.5d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+24.91%
30d Period Avg+13.15%
swing±16.25%
LONG OKX · nowUS100-USDT-SWAP
+0.00%
30d avg:+2.34%
SHORT Aftermath · now
+24.91%
30d avg:+15.49%
Entry Spread Now
−0.004%
NeutralL 30,673 · S 30,671.71
24h range −0.18%…+0.15% · median −0.02%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker-0.005%/taker0.045%
Limited funding history — chart clipped to available data
- OKX (Long): data starts Sep 10, 2026 (21d available out of 30d requested)
- Aftermath (Short): data starts Sep 28, 2026 (2d available out of 30d requested)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Sparse settlements: long 69%, short 8% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
−$36.30
−0.36%
$Avg Daily PnL
−$0.26
−0.0026%
★Best Day
+$6.51
Sep 30
◎Open Interest
OKX$214.9K
Aftermath$491⚡Funding APR
−0.96%
annualized · funding only
⚠Execution Cost
−$30.50
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
OKX$250.9KAftermath$13.6KLoading 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 (−$30.50 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.