← Back to Screener
updated —ICP Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+29.47%
3d Period Avg+31.73%
swing±13.89%
LONG OKX · nowICP-USDT-SWAP
−4.06%
3d avg:−0.48%
SHORT BloFin · now
+25.40%
3d avg:+31.25%
Entry Spread Now
−0.083%
Eaten by executionL 2.3960 · S 2.3940−$8.35 if it converges
24h range −1.09%…+0.58% · median +0.00%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$4.06
+0.04%
$Avg Daily PnL
+$8.69
+0.0869%
★Best Day
+$11.79
Nov 13
◎Open Interest
OKX$5.88M
BloFin$948.9K⚡Funding APR
+31.71%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
2.5d
to break even
◧24h Volume
OKX$11.05MBloFin$649.5KLoading 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.