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updated —BLUR Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~26d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+3.09%
7d Period Avg+35.27%
swing±27.95%
LONG OKX · nowBLUR-USDT-SWAP
−40.78%
7d avg:−65.80%
SHORT KuCoin · nowBLURUSDTM
−37.69%
7d avg:−30.53%
Entry Spread Now
+0.032%
Eaten by executionL 0.006348 · S 0.006350+$3.15 if it converges
24h range −0.38%…+0.38% · median +0.00%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$45.59
+0.46%
$Avg Daily PnL
+$9.66
+0.0966%
★Best Day
+$15.63
Nov 10
◎Open Interest
OKX$1.01M
KuCoin$1.88M⚡Funding APR
+35.25%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
2.3d
to break even
◧24h Volume
OKX$1.53MKuCoin$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.