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updated 5:02:51 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.6d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+101.51%
30d Period Avg−5.30%
LONG Pacifica · now
−81.04%
30d avg:+9.05%
SHORT BloFin · now
+20.47%
30d avg:+3.75%
Entry Spread Now
−0.028%
Against youL ask 0.1771 · S bid 0.1770−$2.82 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
−$91.94
−0.92%
$Avg Daily PnL
−$1.53
−0.0153%
★Best Day
+$6.19
Jul 22
◎Open Interest
Pacifica$352.4K
BloFin$4.24M⚡Funding APR
−5.60%
annualized · funding only
⚠Execution Cost
−$44.42
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Pacifica$1.87MBloFin$1.21MLoading 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 (−$44.42 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.