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updated —ZAMA Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+56.91%
3d Period Avg+20.06%
swing±11.35%
LONG OKX · nowZAMA-USDT-SWAP
−55.38%
3d avg:−16.90%
SHORT BingX · now
+1.53%
3d avg:+3.16%
Entry Spread Now
−0.052%
Eaten by executionL 0.05767 · S 0.05764−$5.20 if it converges
24h range −0.81%…+0.75% · median −0.02%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$3.53
−0.04%
$Avg Daily PnL
+$5.49
+0.0549%
★Best Day
+$6.15
Nov 12
◎Open Interest
OKX$2.37M
BingX$573.5K⚡Funding APR
+20.04%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
3.6d
to break even
◧24h Volume
OKX$2.86MBingX$735.8KLoading 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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.