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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
β5.08%
30d Period Avgβ0.17%
swingΒ±3.84%
LONG BloFin Β· now
+16.04%
30d avg:+45.76%
SHORT Binance Futures Β· now
+10.96%
30d avg:+45.59%
Entry Spread Now
β0.024%
Eaten by executionL 0.03896 Β· S 0.03895β$2.39 if it converges
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$23.42
β0.23%
$Avg Daily PnL
β$0.05
β0.0005%
β
Best Day
+$1.09
Sep 8
βOpen Interest
BloFin$933.5K
Binance Futures$10.33Mβ‘Funding APR
β0.17%
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$1.27MLoading 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.