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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~55d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+1.47%
3d Period Avg−0.08%
swing±4.52%
LONG Binance Futures · now
+10.96%
3d avg:+10.96%
SHORT BloFin · now
+12.43%
3d avg:+10.88%
Entry Spread Now
−0.051%
Eaten by executionL 0.05142 · S 0.05139−$5.11 if it converges
24h range −0.21%…+0.60% · median +0.00%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$21.96
−0.22%
$Avg Daily PnL
+$0.01
+0.0001%
★Best Day
+$0.58
Sep 30
◎Open Interest
⚡Funding APR
+0.05%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
55.0mo
to break even
◧24h Volume
Loading 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.