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updated 7:13:28 AMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+77.72%
1d Period Avg+48.28%
swing±21.92%
LONG TxFlow · now
−66.76%
1d avg:−37.32%
SHORT Binance Futures · now
+10.96%
1d avg:+10.96%
Entry Spread Now
+0.101%
In your favorL 0.06930 · S 0.06937+$10.10 if it converges
24h range −0.24%…+0.38% · median +0.13%
Long pays every1hShort pays every8h
LONGmaker0.015%/taker0.045%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$5.97
−0.06%
$Avg Daily PnL
+$6.52
+0.0652%
★Best Day
+$7.60
Sep 1
◎Open Interest
TxFlow$7.0K
Binance Futures$2.12M⚡Funding APR
+23.78%
annualized · funding only
⚠Execution Cost
−$19.00
entry + exit fees
⏱Payback
2.9d
to break even
◧24h Volume
TxFlow$70.6KBinance Futures$1.51MLoading 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 (−$19.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.