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updated 8:01:34 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+20.87%
3d Period Avg−6.99%
LONG OKX · nowBOME-USDT-SWAP
−5.39%
3d avg:+6.46%
SHORT BloFin · now
+15.48%
3d avg:−0.53%
Entry Spread Now
−0.077%
Eaten by executionL 0.0007749 · S 0.0007743−$7.74 if it converges
24h range −0.40%…+0.34% · median −0.04%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$27.42
−0.27%
$Avg Daily PnL
−$1.81
−0.0181%
★Best Day
+$1.60
Aug 17
◎Open Interest
OKX$2.50M
BloFin$600.2K⚡Funding APR
−6.60%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
OKX$7.80MBloFin$254.9KLoading 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.