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updated 4:34:05 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+158.90%
3d Period Avg+45.94%
LONG Toobit · nowXIAOMI-SWAP-USDT
+0.00%
3d avg:+0.00%
SHORT OKX · nowXIAOMI-USDT-SWAP
+158.90%
3d avg:+45.94%
Entry Spread Now
−0.110%
Against youL 3.3497 · S 3.3460−$11.05 if it converges
24h range −0.62%…+0.19% · median −0.46%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$15.73
+0.16%
$Avg Daily PnL
+$9.43
+0.0943%
★Best Day
+$18.71
Aug 14
◎Open Interest
Toobit$7.4K
OKX$846.1K⚡Funding APR
+34.43%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
2.3d
to break even
◧24h Volume
Toobit$29.2KOKX$848.7KLoading 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.