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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 ~12d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+6.67%
3d Period Avg−3.11%
swing±14.22%
LONG BloFin · now
+6.18%
3d avg:+17.90%
SHORT OKX · nowAZTEC-USDT-SWAP
+12.85%
3d avg:+14.79%
Entry Spread Now
−0.504%
Against youL 0.01787 · S 0.01778−$50.36 if it converges
24h range −0.48%…+1.03% · median +0.00%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$24.56
−0.25%
$Avg Daily PnL
−$0.85
−0.0085%
★Best Day
+$1.57
Sep 28
◎Open Interest
⚡Funding APR
−3.11%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Loading 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.