← Back to Screener
updated —BLUR Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~45d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+1.78%
3d Period Avg+18.70%
swing±16.48%
LONG OKX · nowBLUR-USDT-SWAP
−37.06%
3d avg:−18.99%
SHORT KuCoin · nowBLURUSDTM
−35.28%
3d avg:−0.29%
Entry Spread Now
+0.079%
Eaten by executionL 0.006335 · S 0.006340+$7.89 if it converges
24h range −0.38%…+0.38% · median +0.03%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$6.64
−0.07%
$Avg Daily PnL
+$5.12
+0.0512%
★Best Day
+$6.97
Nov 12
◎Open Interest
OKX$1.00M
KuCoin$1.88M⚡Funding APR
+18.69%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
4.3d
to break even
◧24h Volume
OKX$1.52MKuCoin$63.2KLoading 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.