← Back to Screener
updated 4:05:33 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+78.46%
3d Period Avg+12.69%
LONG Extended · now
−67.50%
3d avg:−43.11%
SHORT OKX · nowZBT-USDT-SWAP
+10.96%
3d avg:−30.42%
Entry Spread Now
+0.050%
Eaten by executionL 0.07956 · S 0.07960+$4.95 if it converges
24h range −0.16%…+0.73% · median +0.15%
Long pays every1hShort pays every4h
LONGmaker0%/taker0.025%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$3.20
−0.03%
$Avg Daily PnL
+$2.95
+0.0295%
★Best Day
+$6.31
Aug 16
◎Open Interest
Extended$2.4K
OKX$899.4K⚡Funding APR
+10.77%
annualized · funding only
⚠Execution Cost
−$15.00
entry + exit fees
⏱Payback
5.1d
to break even
◧24h Volume
Extended$35.8KOKX$1.58MLoading 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 (−$15.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.