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updated 1:23:22 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+31.16%
30d Period Avg+17.05%
LONG OKX · nowDYDX-USDT-SWAP
−7.75%
30d avg:+2.06%
SHORT BloFin · now
+23.42%
30d avg:+19.11%
Entry Spread Now
−0.059%
Eaten by executionL 0.1026 · S 0.1025−$5.85 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
+$118.06
+1.18%
$Avg Daily PnL
+$4.52
+0.0452%
★Best Day
+$10.37
Aug 2
◎Open Interest
OKX$1.98M
BloFin$348.7K⚡Funding APR
+16.49%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
4.9d
to break even
◧24h Volume
OKX$4.31MBloFin$75.4KLoading 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.