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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 ~2.2d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+42.08%
3d Period Avg+26.51%
swing±18.38%
LONG OKX · nowTAO-USDT-SWAP
−4.83%
3d avg:+4.44%
SHORT BloFin · now
+37.26%
3d avg:+30.95%
Entry Spread Now
−0.144%
Against youL 291.3000 · S 290.8800−$14.42 if it converges
24h range −0.65%…+1.72% · median +0.04%
Long pays every8hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$4.11
−0.04%
$Avg Daily PnL
+$7.26
+0.0726%
★Best Day
+$6.63
Oct 1
◎Open Interest
⚡Funding APR
+26.49%
annualized · funding only
⚠Execution Cost
−$25.88
entry + exit fees
⏱Payback
3.6d
to break even
◧24h Volume
Loading 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 (−$25.88 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.