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updated 6:11:20 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~47d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+60.51%
3d Period Avg+171.57%
LONG N1 · now
−7.89%
3d avg:−150.67%
SHORT BloFin · now
+52.62%
3d avg:+20.90%
Entry Spread Now
−0.017%
Against youL ask 0.5995 · S bid 0.5994−$1.67 at entry
24h range −0.12%…+1.96% · median +0.67%
Long pays every1hShort pays every4h
LONGmaker0.010%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$637.31
−6.37%
$Avg Daily PnL
+$35.07
+0.3507%
★Best Day
+$50.40
Aug 14
◎Open Interest
N1$12.2K
BloFin$3.05M⚡Funding APR
+128.02%
annualized · funding only
⚠Execution Cost
−$777.60
entry + exit fees
⏱Payback
22.2d
to break even
◧24h Volume
N1$276BloFin$205.3KLoading 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 (−$777.60 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.