ORBITv2.19
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Funding Arbitrage Backtester

updated 4:33:20 PM
Size$
R-trip cost
Net Funding APR · Now
+15.11%
30d Avg
LONG OKX
−3.50%
30d:
SHORT BloFin
+11.60%
30d:
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History
Total PnL
−$3.68
−0.04%
$Avg Daily PnL
+$0.61
+0.0061%
Best Day
+$7.37
Apr 24
Open Interest
OKXOKX$9.96M
BloFinBloFin$1.17M
APR
−0.45%
annualized
Execution Cost
−$22.00
entry + exit fees
Payback
1.2mo
to break even
24h Volume
OKXOKX$34.78M
BloFinBloFin$296.9K
Loading 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.
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