← Back to Screener
updated 4:33:01 PMFunding Arbitrage Backtester
Size$
R-trip cost
Funding ArbitrageLooking at price convergence? → /price-pair
Net Funding APR · Now
+30.24%
30d Avg—
LONG OKX
−10.43%
30d: —
SHORT BloFin
+19.81%
30d: —
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$69.61
+0.70%
$Avg Daily PnL
+$3.11
+0.0311%
★Best Day
+$7.59
May 12
◎Open Interest
OKX$48.91M
BloFin$15.95M⚡APR
+8.47%
annualized
⚠Execution Cost
−$23.73
entry + exit fees
⏱Payback
7.6d
to break even
◧24h Volume
OKX$63.54MBloFin$1.50MLoading 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 (−$23.73 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.