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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 ~9.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+10.73%
7d Period Avg+23.87%
swing±26.27%
LONG trade[XYZ] · nowxyz:PLATINUM
+5.48%
7d avg:+8.84%
SHORT OKX · nowXPT-USDT-SWAP
+16.21%
7d avg:+32.71%
Entry Spread Now
+0.023%
Eaten by executionL 1,708.8 · S 1,709.2+$2.34 if it converges
24h range −0.13%…+0.37% · median +0.12%
Long pays every1hShort pays every8h
LONGmaker0.030%/taker0.090%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$20.47
+0.20%
$Avg Daily PnL
+$6.92
+0.0692%
★Best Day
+$16.13
Sep 29
◎Open Interest
⚡Funding APR
+25.28%
annualized · funding only
⚠Execution Cost
−$28.00
entry + exit fees
⏱Payback
4.0d
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 (−$28.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.