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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 ~19d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+4.23%
3d Period Avg+2.44%
swing±7.03%
LONG OKX · nowSKY-USDT-SWAP
+2.68%
3d avg:+10.47%
SHORT BloFin · now
+6.91%
3d avg:+12.91%
Entry Spread Now
−0.038%
Eaten by executionL 0.07904 · S 0.07901−$3.80 if it converges
24h range −0.29%…+0.53% · median +0.09%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$20.00
−0.20%
$Avg Daily PnL
+$0.67
+0.0067%
★Best Day
+$1.14
Sep 29
◎Open Interest
OKX$1.35M
BloFin$773.6K⚡Funding APR
+2.43%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
1.1mo
to break even
◧24h Volume
OKX$1.94MBloFin$57.5KLoading 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.