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updated 7:21:25 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~45d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+2.37%
3d Period Avg+2.62%
LONG BloFin · now
−6.76%
3d avg:−1.57%
SHORT Bitunix · now
−4.39%
3d avg:+1.05%
Entry Spread Now
+0.049%
Eaten by executionL 0.02021 · S 0.02022+$4.95 if it converges
24h range −0.40%…+0.30% · median +0.05%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$26.80
−0.27%
$Avg Daily PnL
+$0.72
+0.0072%
★Best Day
+$1.31
Aug 16
◎Open Interest
⚡Funding APR
+2.62%
annualized · funding only
⚠Execution Cost
−$28.95
entry + exit fees
⏱Payback
1.3mo
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 (−$28.95 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.