← Back to Screener
updated 8:37:38 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~26d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+3.05%
3d Period Avg+0.18%
LONG OKX · nowALAB-USDT-SWAP
+0.00%
3d avg:+0.00%
SHORT BloFin · now
+3.05%
3d avg:+0.18%
Entry Spread Now
+0.094%
Eaten by executionL 320.6600 · S 320.9600+$9.36 if it converges
24h range −0.27%…+0.47% · median +0.02%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$21.85
−0.22%
$Avg Daily PnL
+$0.05
+0.0005%
★Best Day
+$0.39
Aug 15
◎Open Interest
OKX$705.2K
BloFin$89.7K⚡Funding APR
+0.18%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
14.7mo
to break even
◧24h Volume
OKX$835.4KBloFin$54.5KLoading 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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.