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updated 5:02:42 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.3d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+349.57%
30d Period Avg+4.75%
LONG N1 · now
−291.91%
30d avg:+8.26%
SHORT BloFin · now
+57.66%
30d avg:+13.01%
Entry Spread Now
−0.117%
Against youL ask 0.6006 · S bid 0.5999−$11.66 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
+$57.68
+0.58%
$Avg Daily PnL
+$2.65
+0.0265%
★Best Day
+$56.55
Aug 14
◎Open Interest
N1$12.1K
BloFin$3.05M⚡Funding APR
+9.66%
annualized · funding only
⚠Execution Cost
−$24.37
entry + exit fees
⏱Payback
9.2d
to break even
◧24h Volume
N1$76BloFin$203.1KLoading 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 (−$24.37 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.