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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 ~11d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+13.15%
7d Period Avg+25.97%
swing±21.72%
LONG OKX · nowINJ-USDT-SWAP
+10.96%
7d avg:−8.87%
SHORT BloFin · now
+24.11%
7d avg:+17.10%
Entry Spread Now
−0.250%
Against youL 7.6140 · S 7.5950−$24.95 if it converges
24h range −1.35%…+1.25% · median −0.04%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$11.54
+0.12%
$Avg Daily PnL
+$7.11
+0.0711%
★Best Day
+$14.84
Sep 27
◎Open Interest
⚡Funding APR
+25.95%
annualized · funding only
⚠Execution Cost
−$38.23
entry + exit fees
⏱Payback
5.4d
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 (−$38.23 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.