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updated 2:11:55 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+40.67%
30d Period Avg+5.13%
LONG SoDEX · now
−32.39%
30d avg:−0.20%
SHORT BloFin · now
+8.28%
30d avg:+4.93%
Entry Spread Now
−0.207%
Against youL 0.8712 · S 0.8694−$20.66 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
+$23.68
+0.24%
$Avg Daily PnL
+$1.41
+0.0141%
★Best Day
+$7.85
Aug 6
◎Open Interest
SoDEX$269
BloFin$337.8K⚡Funding APR
+5.14%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
14.2d
to break even
◧24h Volume
SoDEX$4.3KBloFin$3.5KLoading 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.