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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 ~0.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+131.96%
30d Period Avg+3.71%
swing±17.01%
LONG Binance Futures · now
+10.96%
30d avg:+11.16%
SHORT OKX · nowZKP-USDT-SWAP
+142.91%
30d avg:+14.87%
Entry Spread Now
+0.184%
In your favorL 0.04880 · S 0.04889+$18.44 if it converges
24h range −0.48%…+0.77% · median +0.11%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$11.29
+0.11%
$Avg Daily PnL
+$1.04
+0.0104%
★Best Day
+$12.34
Sep 30
◎Open Interest
Binance Futures$2.39M
OKX$327.7K⚡Funding APR
+3.81%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
19.2d
to break even
◧24h Volume
Binance Futures$1.73MOKX$282.7KLoading 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.