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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 ~9.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+8.88%
30d Period Avg+7.85%
swing±17.73%
LONG OKX · nowONT-USDT-SWAP
−2.25%
30d avg:−10.90%
SHORT BloFin · now
+6.63%
30d avg:−3.05%
Entry Spread Now
+0.052%
Eaten by executionL 0.05797 · S 0.05800+$5.18 if it converges
24h range −1.08%…+0.58% · median −0.02%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$42.47
+0.42%
$Avg Daily PnL
+$2.15
+0.0215%
★Best Day
+$8.88
Sep 3
◎Open Interest
OKX$745.0K
BloFin$140.2K⚡Funding APR
+7.84%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
10.2d
to break even
◧24h Volume
OKX$1.16MBloFin$25.8KLoading 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.