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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 ~32d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+2.52%
30d Period Avg+3.66%
swing±14.17%
LONG OKX · nowSKY-USDT-SWAP
+5.00%
30d avg:+7.64%
SHORT BloFin · now
+7.52%
30d avg:+11.30%
Entry Spread Now
+0.416%
In your favorL 0.07925 · S 0.07958+$41.64 if it converges
24h range −0.50%…+0.53% · median +0.08%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$8.04
+0.08%
$Avg Daily PnL
+$1.00
+0.0100%
★Best Day
+$13.76
Sep 9
◎Open Interest
OKX$1.33M
BloFin$771.5K⚡Funding APR
+3.66%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
22.0d
to break even
◧24h Volume
OKX$2.12MBloFin$62.9KLoading 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.