← Back to Screener
updated 3:56:49 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+103.63%
3d Period Avg+57.98%
LONG Toobit · nowCOPPER-SWAP-USDT
−33.26%
3d avg:−52.06%
SHORT OKX · nowXCU-USDT-SWAP
+70.36%
3d avg:+5.92%
Entry Spread Now
+0.018%
NeutralL 6.8430 · S 6.8442
24h range −0.22%…+0.17% · median −0.04%
Long pays every4hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$22.71
+0.23%
$Avg Daily PnL
+$11.18
+0.1118%
★Best Day
+$24.08
Aug 16
◎Open Interest
Toobit$48.3K
OKX$521.6K⚡Funding APR
+40.80%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
2.0d
to break even
◧24h Volume
Toobit$1.09MOKX$853.0KLoading 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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.