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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−6.30%
30d Period Avg+0.08%
swing±6.53%
LONG Binance Futures · now
+10.96%
30d avg:+8.63%
SHORT BloFin · now
+4.66%
30d avg:+8.71%
Entry Spread Now
+0.180%
In your favorL 0.1414 · S 0.1417+$17.97 if it converges
24h range −0.42%…+0.22% · median −0.04%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$21.17
−0.21%
$Avg Daily PnL
+$0.03
+0.0003%
★Best Day
+$0.88
Sep 18
◎Open Interest
⚡Funding APR
+0.10%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
26.6mo
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.