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updated 9:36:02 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~16d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+6.85%
3d Period Avg+25.53%
LONG OKX · nowBCH-USDT-SWAP
−0.15%
3d avg:−2.75%
SHORT BloFin · now
+6.70%
3d avg:+22.78%
Entry Spread Now
−0.020%
Against youL ask 204.5000 · S bid 204.4600−$1.96 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
−$9.88
−0.10%
$Avg Daily PnL
+$6.99
+0.0699%
★Best Day
+$7.56
Aug 15
◎Open Interest
OKX$23.67M
BloFin$3.55M⚡Funding APR
+25.51%
annualized · funding only
⚠Execution Cost
−$30.85
entry + exit fees
⏱Payback
4.4d
to break even
◧24h Volume
OKX$9.67MBloFin$582.3KLoading 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 (−$30.85 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.