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updated —ICP Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+32.23%
7d Period Avg+23.43%
swing±16.05%
LONG OKX · nowICP-USDT-SWAP
−2.90%
7d avg:−2.03%
SHORT BloFin · now
+29.33%
7d avg:+21.40%
Entry Spread Now
+0.000%
NeutralL 2.3910 · S 2.3910
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
+$22.89
+0.23%
$Avg Daily PnL
+$6.41
+0.0641%
★Best Day
+$11.79
Nov 13
◎Open Interest
OKX$5.92M
BloFin$947.1K⚡Funding APR
+23.41%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
3.4d
to break even
◧24h Volume
OKX$10.95MBloFin$654.6KLoading 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.