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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 ~1.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+77.83%
30d Period Avg+5.22%
swing±18.45%
LONG BloFin · now
+10.65%
30d avg:+11.23%
SHORT OKX · nowZBT-USDT-SWAP
+88.49%
30d avg:+16.45%
Entry Spread Now
+0.620%
In your favorL 0.08716 · S 0.08770+$61.96 if it converges
24h range −0.15%…+0.46% · median +0.16%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$20.88
+0.21%
$Avg Daily PnL
+$1.43
+0.0143%
★Best Day
+$13.07
Sep 18
◎Open Interest
BloFin$148.9K
OKX$517.6K⚡Funding APR
+5.22%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
15.4d
to break even
◧24h Volume
BloFin$5.8KOKX$480.6KLoading 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.