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updated 6:12:41 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~22d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+7.67%
3d Period Avg+13.26%
LONG Pacifica · now
+10.96%
3d avg:−3.58%
SHORT BloFin · now
+18.62%
3d avg:+9.68%
Entry Spread Now
−0.073%
Against youL ask 0.1768 · S bid 0.1767−$7.35 at entry
24h range −0.14%…+0.14% · median −0.03%
Long pays every1hShort pays every8h
LONGmaker0.015%/taker0.040%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$38.98
−0.39%
$Avg Daily PnL
+$1.97
+0.0197%
★Best Day
+$5.53
Aug 16
◎Open Interest
Pacifica$388.7K
BloFin$4.20M⚡Funding APR
+7.17%
annualized · funding only
⚠Execution Cost
−$46.84
entry + exit fees
⏱Payback
23.8d
to break even
◧24h Volume
Pacifica$1.82MBloFin$1.27MLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (−$46.84 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.