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updated 6:40:26 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.5d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+41.93%
1d Period Avg+23.84%
LONG OKX · nowBCH-USDT-SWAP
−15.51%
1d avg:+3.33%
SHORT BloFin · now
+26.42%
1d avg:+27.17%
Entry Spread Now
+0.054%
In your favorL ask 204.5000 · S bid 204.6100+$5.38 at entry
24h range −0.04%…+0.25% · median +0.03%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$22.54
−0.23%
$Avg Daily PnL
+$6.53
+0.0653%
★Best Day
+$6.53
Aug 17
◎Open Interest
OKX$23.82M
BloFin$3.55M⚡Funding APR
+23.83%
annualized · funding only
⚠Execution Cost
−$29.07
entry + exit fees
⏱Payback
4.5d
to break even
◧24h Volume
OKX$9.96MBloFin$609.5KLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (−$29.07 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.