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updated 2:12:45 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+115.74%
30d Period Avg+12.76%
LONG Toobit · nowCOPPER-SWAP-USDT
−59.81%
30d avg:−0.76%
SHORT OKX · nowXCU-USDT-SWAP
+55.93%
30d avg:+12.00%
Entry Spread Now
+0.012%
NeutralL 6.8320 · S 6.8328
24h range −0.22%…+0.15% · median −0.04%
Long pays every4hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$68.62
+0.69%
$Avg Daily PnL
+$2.92
+0.0292%
★Best Day
+$24.08
Aug 16
◎Open Interest
Toobit$47.6K
OKX$550.9K⚡Funding APR
+10.67%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
7.5d
to break even
◧24h Volume
Toobit$1.01MOKX$838.8KLoading 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.