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updated 2:35:16 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+25.63%
3d Period Avg+23.35%
LONG OKX · nowDYDX-USDT-SWAP
−3.77%
3d avg:+0.76%
SHORT BloFin · now
+21.86%
3d avg:+24.11%
Entry Spread Now
−0.119%
Against youL 0.1009 · S 0.1008−$11.89 if it converges
24h range −0.50%…+0.54% · median −0.01%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$2.83
−0.03%
$Avg Daily PnL
+$4.79
+0.0479%
★Best Day
+$7.96
Aug 16
◎Open Interest
OKX$1.91M
BloFin$344.5K⚡Funding APR
+17.50%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
4.6d
to break even
◧24h Volume
OKX$4.42MBloFin$74.6KLoading 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.