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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 ~60d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+1.04%
3d Period Avg+1.31%
swing±4.29%
LONG BloFin · now
+10.36%
3d avg:+10.09%
SHORT Extended · now
+11.40%
3d avg:+11.40%
Entry Spread Now
+0.046%
Eaten by executionL 0.01369 · S 0.01370+$4.56 if it converges
24h range −0.62%…+0.34% · median −0.02%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0%/taker0.025%
Loading Funding History…
↗Total PnL
−$15.95
−0.16%
$Avg Daily PnL
+$0.35
+0.0035%
★Best Day
+$0.47
Sep 30
◎Open Interest
BloFin$283.4K
Extended$2.1K⚡Funding APR
+1.28%
annualized · funding only
⚠Execution Cost
−$17.00
entry + exit fees
⏱Payback
1.6mo
to break even
◧24h Volume
BloFin$3.7KExtended$313.9KLoading 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 (−$17.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.