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updated 9:04:28 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+59.18%
3d Period Avg+9.98%
LONG OKX · nowZRX-USDT-SWAP
−48.22%
3d avg:−3.65%
SHORT Bitget · now
+10.96%
3d avg:+6.33%
Entry Spread Now
+0.040%
Eaten by executionL 0.07527 · S 0.07530+$3.99 if it converges
24h range −0.20%…+0.44% · median +0.08%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$13.80
−0.14%
$Avg Daily PnL
+$2.73
+0.0273%
★Best Day
+$8.83
Aug 17
◎Open Interest
OKX$345.0K
Bitget$242.8K⚡Funding APR
+9.97%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
8.1d
to break even
◧24h Volume
OKX$233.1KBitget$13.4KLoading 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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.