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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%
7d Period Avg+12.73%
swing±1.89%
LONG OKX · nowSHIB-USDT-SWAP
+10.96%
7d avg:+9.15%
SHORT BloFin · now
+24.11%
7d avg:+21.88%
Entry Spread Now
−0.087%
Eaten by executionL 0.000005778 · S 0.000005773−$8.65 if it converges
24h range −0.44%…+0.30% · median −0.02%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$2.41
+0.02%
$Avg Daily PnL
+$3.49
+0.0349%
★Best Day
+$3.60
Sep 25
◎Open Interest
OKX$7.85M
BloFin$771.6K⚡Funding APR
+12.73%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
6.3d
to break even
◧24h Volume
OKX$12.82MBloFin$695.7KLoading 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.