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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 ~0.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+61.08%
7d Period Avg+12.67%
swing±14.78%
LONG OKX · nowZAMA-USDT-SWAP
−52.76%
7d avg:−15.81%
SHORT MEXC · now
+8.33%
7d avg:−3.14%
Entry Spread Now
−0.052%
Eaten by executionL 0.05758 · S 0.05755−$5.21 if it converges
24h range −0.64%…+0.82% · median −0.05%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0%/taker0.020%
Loading Funding History…
↗Total PnL
+$10.29
+0.10%
$Avg Daily PnL
+$3.47
+0.0347%
★Best Day
+$6.96
Nov 8
◎Open Interest
OKX$2.37M
MEXC$610.5K⚡Funding APR
+12.67%
annualized · funding only
⚠Execution Cost
−$14.00
entry + exit fees
⏱Payback
4.0d
to break even
◧24h Volume
OKX$2.87MMEXC$295.2KLoading 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 (−$14.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.