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updated 9:33:32 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−2.43%
3d Period Avg−5.26%
LONG BloFin · now
+13.39%
3d avg:+11.02%
SHORT OKX · nowUB-USDT-SWAP
+10.96%
3d avg:+5.76%
Entry Spread Now
+0.208%
In your favorL 0.1155 · S 0.1157+$20.78 if it converges
24h range −0.38%…+0.61% · median +0.15%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$26.32
−0.26%
$Avg Daily PnL
−$1.44
−0.0144%
★Best Day
−$0.48
Aug 17
◎Open Interest
BloFin$363.3K
OKX$2.63M⚡Funding APR
−5.26%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
BloFin$474.6KOKX$5.66MLoading 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.