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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 ~2.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+29.59%
7d Period Avg+14.06%
swing±2.87%
LONG OKX · nowALGO-USDT-SWAP
−5.48%
7d avg:+10.05%
SHORT BloFin · now
+24.11%
7d avg:+24.11%
Entry Spread Now
−0.023%
Eaten by executionL 0.1298 · S 0.1298−$2.31 if it converges
24h range −1.55%…+0.55% · median +0.03%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$4.94
+0.05%
$Avg Daily PnL
+$3.85
+0.0385%
★Best Day
+$4.47
Sep 25
◎Open Interest
OKX$3.37M
BloFin$684.5K⚡Funding APR
+14.05%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
5.7d
to break even
◧24h Volume
OKX$25.14MBloFin$1.34MLoading 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.