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updated 2:41:46 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
+83.72%
30d Period Avg+10.94%
LONG Extended · now
−72.76%
30d avg:−30.80%
SHORT OKX · nowZBT-USDT-SWAP
+10.96%
30d avg:−19.86%
Entry Spread Now
−0.329%
Against youL 0.07887 · S 0.07861−$32.88 if it converges
24h range −0.16%…+0.73% · median +0.15%
Long pays every1hShort pays every4h
LONGmaker0%/taker0.025%SHORTmaker0.020%/taker0.050%
Limited funding history — chart clipped to available data
- Extended (Long): data starts Jul 21, 2026 (27d available out of 30d requested)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Loading Funding History…
↗Total PnL
+$61.62
+0.62%
$Avg Daily PnL
+$2.47
+0.0247%
★Best Day
+$18.75
Aug 8
◎Open Interest
Extended$3.6K
OKX$899.9K⚡Funding APR
+9.02%
annualized · funding only
⚠Execution Cost
−$15.00
entry + exit fees
⏱Payback
6.1d
to break even
◧24h Volume
Extended$21.0KOKX$1.45MLoading 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.