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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 ~1.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+43.55%
3d Period Avg+15.76%
swing±23.27%
LONG Bitget · now
+0.00%
3d avg:+5.20%
SHORT OKX · nowXIAOMI-USDT-SWAP
+43.55%
3d avg:+20.96%
Entry Spread Now
−0.194%
Against youL 3.3435 · S 3.3370−$19.44 if it converges
24h range −0.62%…+0.10% · median −0.07%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$9.06
−0.09%
$Avg Daily PnL
+$4.31
+0.0431%
★Best Day
+$4.53
Sep 27
◎Open Interest
⚡Funding APR
+15.75%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
5.1d
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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.