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updated 7:20:48 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−3.51%
3d Period Avg+1.59%
LONG Extended · now
+3.51%
3d avg:+0.00%
SHORT OKX · nowXPT-USDT-SWAP
+0.00%
3d avg:+1.59%
Entry Spread Now
+0.155%
In your favorL 1,773.95 · S 1,776.7+$15.51 if it converges
24h range +0.05%…+0.31% · median +0.17%
Long pays every1hShort pays every8h
LONGmaker0%/taker0.025%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$26.71
−0.27%
$Avg Daily PnL
−$0.37
−0.0037%
★Best Day
+$0.51
Aug 17
◎Open Interest
Extended$249.7K
OKX$612.2K⚡Funding APR
−1.36%
annualized · funding only
⚠Execution Cost
−$25.22
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Extended$2.28MOKX$619.6KLoading 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 (−$25.22 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.