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updated 9:31:00 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~43d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+1.88%
1d Period Avg+0.54%
LONG BloFin · now
+9.08%
1d avg:+11.21%
SHORT Binance Futures · now
+10.96%
1d avg:+11.75%
Entry Spread Now
+0.006%
NeutralL 0.07260 · S 0.07260
24h range −0.28%…+0.50% · median −0.01%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$21.85
−0.22%
$Avg Daily PnL
+$0.15
+0.0015%
★Best Day
+$0.15
Aug 17
◎Open Interest
BloFin$814.0K
Binance Futures$7.34M⚡Funding APR
+0.54%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
5.0mo
to break even
◧24h Volume
BloFin$6.2KBinance Futures$699.7KLoading 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.