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updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding never covers this cost
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
β2.86%
3d Period Avgβ1.98%
swingΒ±2.85%
LONG BloFin Β· now
+13.82%
3d avg:+27.26%
SHORT Binance Futures Β· now
+10.96%
3d avg:+25.28%
Entry Spread Now
+0.013%
NeutralL 0.03880 Β· S 0.03880
24h range β0.44%β¦+0.55% Β· median +0.00%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding Historyβ¦
βTotal PnL
β$23.63
β0.24%
$Avg Daily PnL
β$0.54
β0.0054%
β
Best Day
β$0.18
Oct 7
βOpen Interest
BloFin$933.9K
Binance Futures$10.29Mβ‘Funding APR
β1.98%
annualized Β· funding only
β Execution Cost
β$22.00
entry + exit fees
β±Payback
never
to break even
β§24h Volume
BloFin$11.5KBinance Futures$1.21MLoading Cumulative PnLβ¦
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 (β$22.00 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.