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updated 2:43:13 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+64.05%
30d Period Avg+13.05%
LONG OKX · nowZAMA-USDT-SWAP
−53.09%
30d avg:−16.82%
SHORT Bybit · now
+10.96%
30d avg:−3.77%
Entry Spread Now
+0.072%
Eaten by executionL 0.04191 · S 0.04194+$7.16 if it converges
24h range −0.10%…+0.27% · median +0.12%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
+$86.18
+0.86%
$Avg Daily PnL
+$3.46
+0.0346%
★Best Day
+$29.75
Jul 23
◎Open Interest
OKX$2.06M
Bybit$1.86M⚡Funding APR
+12.62%
annualized · funding only
⚠Execution Cost
−$21.00
entry + exit fees
⏱Payback
6.1d
to break even
◧24h Volume
OKX$4.97MBybit$1.44MLoading 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.