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updated 5:03:28 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+35.25%
30d Period Avg+16.36%
LONG OKX · nowALGO-USDT-SWAP
−1.19%
30d avg:−0.38%
SHORT BloFin · now
+34.07%
30d avg:+15.98%
Entry Spread Now
+0.013%
NeutralL 0.07914 · S 0.07915
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
+$112.36
+1.12%
$Avg Daily PnL
+$4.33
+0.0433%
★Best Day
+$11.52
Jul 29
◎Open Interest
OKX$2.46M
BloFin$427.5K⚡Funding APR
+15.82%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
5.1d
to break even
◧24h Volume
OKX$1.40MBloFin$152.3KLoading 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.