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updated 8:00:19 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.6d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+20.68%
3d Period Avg+6.08%
LONG Extended · now
+3.51%
3d avg:+6.14%
SHORT OKX · nowXCU-USDT-SWAP
+24.19%
3d avg:+12.22%
Entry Spread Now
+0.168%
In your favorL 6.7091 · S 6.7204+$16.79 if it converges
24h range +0.02%…+0.49% · median +0.23%
Long pays every1hShort pays every8h
LONGmaker0%/taker0.025%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$15.23
−0.15%
$Avg Daily PnL
+$1.23
+0.0123%
★Best Day
+$9.22
Aug 17
◎Open Interest
Extended$659.1K
OKX$477.0K⚡Funding APR
+4.50%
annualized · funding only
⚠Execution Cost
−$20.16
entry + exit fees
⏱Payback
16.4d
to break even
◧24h Volume
Extended$6.61MOKX$1.45MLoading 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 (−$20.16 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.