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updated 1:07:46 PMFunding Arbitrage Backtester
Size$
R-trip cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+57.20%
1d Period Avg+61.62%
LONG Reya · nowAAVERUSDPERP
−31.25%
1d avg:−37.11%
SHORT BloFin · now
+25.95%
1d avg:+24.51%
Entry Spread Now
+0.058%
Eaten by executionL 94.1350 · S 94.1900+$5.84 if it converges
24h range −0.25%…+0.45% · median +0.04%
Long pays every1hShort pays every8h
LONGmaker0.010%/taker0.030%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$2.72
−0.03%
$Avg Daily PnL
+$8.38
+0.0838%
★Best Day
+$10.05
Jul 21
◎Open Interest
Reya$6.0K
BloFin$3.28M⚡Funding APR
+30.59%
annualized · funding only
⚠Execution Cost
−$19.48
entry + exit fees
⏱Payback
2.3d
to break even
◧24h Volume
Reya$21.0KBloFin$2.35MLoading 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 (−$19.48 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.