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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~5.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+15.81%
7d Period Avg+14.54%
swing±5.07%
LONG OKX · nowFIL-USDT-SWAP
−5.97%
7d avg:+5.08%
SHORT BloFin · now
+9.84%
7d avg:+19.62%
Entry Spread Now
−0.020%
NeutralL 1.0251 · S 1.0249
24h range −0.65%…+0.45% · median −0.03%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$5.87
+0.06%
$Avg Daily PnL
+$3.98
+0.0398%
★Best Day
+$4.37
Sep 25
◎Open Interest
⚡Funding APR
+14.53%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
5.5d
to break even
◧24h Volume
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.