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updated 4:18:09 PMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+801.82%
3d Period Avg+150.04%
swing±159.87%
LONG OKX · nowZIL-USDT-SWAP
−790.86%
3d avg:−169.19%
SHORT BingX · now
+10.96%
3d avg:−19.15%
Entry Spread Now
−1.303%
Against youL 0.002992 · S 0.002953−$130.35 if it converges
24h range −1.56%…+0.20% · median −0.82%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$59.54
+0.60%
$Avg Daily PnL
+$19.88
+0.1988%
★Best Day
+$45.04
Sep 14
◎Open Interest
OKX$1.04M
BingX$2.04M⚡Funding APR
+72.58%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
1.0d
to break even
◧24h Volume
OKX$5.84MBingX$2.41MLoading 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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.