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updated —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
+88.76%
3d Period Avg+28.28%
swing±43.80%
LONG Binance Futures · now
+10.96%
3d avg:+10.96%
SHORT OKX · nowZKP-USDT-SWAP
+99.71%
3d avg:+39.24%
Entry Spread Now
+0.145%
In your favorL 0.04821 · S 0.04828+$14.52 if it converges
24h range −0.48%…+0.77% · median +0.12%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$5.10
+0.05%
$Avg Daily PnL
+$8.37
+0.0837%
★Best Day
+$12.34
Sep 30
◎Open Interest
Binance Futures$2.37M
OKX$285.0K⚡Funding APR
+30.54%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
2.4d
to break even
◧24h Volume
Binance Futures$1.67MOKX$423.5KLoading 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.