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updated 4:34:01 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~116d
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+2.31%
3d Period Avg−0.38%
LONG CoinW · now
+6.54%
3d avg:+10.07%
SHORT BloFin · now
+8.85%
3d avg:+9.69%
Entry Spread Now
−0.095%
Eaten by executionL 0.004198 · S 0.004194−$9.53 if it converges
24h range −0.47%…+0.16% · median −0.14%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$73.28
−0.73%
$Avg Daily PnL
+$0.01
+0.0001%
★Best Day
+$0.90
Aug 15
◎Open Interest
CoinW—
BloFin$106.0K⚡Funding APR
+0.04%
annualized · funding only
⚠Execution Cost
−$73.32
entry + exit fees
⏱Payback
226.3mo
to break even
◧24h Volume
CoinW—BloFin$7.2KLoading 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 (−$73.32 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.