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updated 6:16:02 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+40.01%
3d Period Avg+32.16%
LONG OKX · nowALGO-USDT-SWAP
−16.24%
3d avg:−10.34%
SHORT BloFin · now
+23.76%
3d avg:+21.82%
Entry Spread Now
−0.025%
Eaten by executionL 0.07897 · S 0.07895−$2.53 if it converges
24h range −0.13%…+0.13% · median −0.04%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$4.41
+0.04%
$Avg Daily PnL
+$6.60
+0.0660%
★Best Day
+$9.42
Aug 15
◎Open Interest
OKX$2.45M
BloFin$428.5K⚡Funding APR
+24.10%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
3.3d
to break even
◧24h Volume
OKX$1.43MBloFin$151.7KLoading 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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.