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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 ~2.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+34.32%
7d Period Avg+21.04%
swing±14.59%
LONG OKX · nowTIA-USDT-SWAP
+2.93%
7d avg:+2.55%
SHORT BloFin · now
+37.26%
7d avg:+23.59%
Entry Spread Now
+0.000%
NeutralL 0.4374 · S 0.4374
24h range −0.57%…+0.80% · median +0.02%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$18.33
+0.18%
$Avg Daily PnL
+$5.76
+0.0576%
★Best Day
+$8.94
Sep 28
◎Open Interest
OKX$3.20M
BloFin$731.6K⚡Funding APR
+21.03%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
3.8d
to break even
◧24h Volume
OKX$5.92MBloFin$399.8KLoading 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.