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updated 1:25:02 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+98.09%
30d Period Avg+111.52%
LONG N1 · now
−41.20%
30d avg:−62.93%
SHORT BloFin · now
+56.89%
30d avg:+48.59%
Entry Spread Now
+0.161%
In your favorL 0.4087 · S 0.4094+$16.15 if it converges
24h range −0.36%…+0.45% · median +0.19%
Long pays every1hShort pays every4h
LONGmaker0.010%/taker0.050%SHORTmaker0.020%/taker0.060%
Limited funding history — chart clipped to available data
- N1 (Long): data starts Aug 8, 2026 (8d available out of 30d requested)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Sparse settlements: long 27%, short 100% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
+$482.96
+4.83%
$Avg Daily PnL
+$16.29
+0.1629%
★Best Day
+$38.41
Aug 16
◎Open Interest
N1$301
BloFin$521.9K⚡Funding APR
+59.45%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
1.4d
to break even
◧24h Volume
N1$117BloFin$148.0KLoading 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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.