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updated 4:32:25 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+71.82%
3d Period Avg+13.16%
LONG OKX · nowZAMA-USDT-SWAP
−60.86%
3d avg:−18.90%
SHORT Bybit · now
+10.96%
3d avg:−5.74%
Entry Spread Now
+0.095%
Eaten by executionL 0.04194 · S 0.04198+$9.54 if it converges
24h range −0.10%…+0.27% · median +0.14%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
−$10.19
−0.10%
$Avg Daily PnL
+$2.70
+0.0270%
★Best Day
+$6.36
Aug 16
◎Open Interest
OKX$2.13M
Bybit$1.85M⚡Funding APR
+9.86%
annualized · funding only
⚠Execution Cost
−$21.00
entry + exit fees
⏱Payback
7.8d
to break even
◧24h Volume
OKX$3.86MBybit$1.02MLoading 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 (−$21.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.