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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 ~6.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+13.15%
3d Period Avg+27.24%
swing±14.20%
LONG OKX · nowSEI-USDT-SWAP
+10.96%
3d avg:−3.90%
SHORT BloFin · now
+24.11%
3d avg:+23.34%
Entry Spread Now
−0.028%
Eaten by executionL 0.07155 · S 0.07153−$2.80 if it converges
24h range −0.51%…+0.69% · median +0.04%
Long pays every4hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$0.11
+0.00%
$Avg Daily PnL
+$7.37
+0.0737%
★Best Day
+$8.30
Sep 30
◎Open Interest
OKX$3.79M
BloFin$788.4K⚡Funding APR
+26.90%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
3.0d
to break even
◧24h Volume
OKX$6.49MBloFin$576.9KLoading 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.