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updated 3:57:18 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+58.36%
3d Period Avg+17.88%
LONG SoDEX · now
−43.41%
3d avg:−7.67%
SHORT BloFin · now
+14.95%
3d avg:+10.21%
Entry Spread Now
−0.126%
Against youL 0.8715 · S 0.8704−$12.62 if it converges
24h range −0.28%…+0.21% · median −0.08%
Long pays every1hShort pays every4h
LONGmaker0.012%/taker0.040%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$2.87
−0.03%
$Avg Daily PnL
+$4.28
+0.0428%
★Best Day
+$7.15
Aug 16
◎Open Interest
SoDEX$256
BloFin$331.5K⚡Funding APR
+15.63%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
4.7d
to break even
◧24h Volume
SoDEX$4.3KBloFin$3.4KLoading 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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.