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updated 2:29:31 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+24.04%
3d Period Avg+57.15%
LONG BloFin · now
+12.45%
3d avg:−17.78%
SHORT Reya · nowATOMRUSDPERP
+36.49%
3d avg:+39.37%
Entry Spread Now
−0.060%
Eaten by executionL 1.4510 · S 1.4501−$6.05 if it converges
24h range −0.19%…+0.01% · median −0.07%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.010%/taker0.030%
Loading Funding History…
↗Total PnL
+$29.01
+0.29%
$Avg Daily PnL
+$11.75
+0.1175%
★Best Day
+$16.13
Aug 16
◎Open Interest
BloFin$828.2K
Reya$725⚡Funding APR
+42.89%
annualized · funding only
⚠Execution Cost
−$18.00
entry + exit fees
⏱Payback
1.5d
to break even
◧24h Volume
BloFin$202.2KReya$335Loading 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 (−$18.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.