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updated 3:33:09 PMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+121.75%
1d Period Avg+116.04%
swing±27.09%
LONG TxFlow · now
−110.76%
1d avg:−117.90%
SHORT BloFin · now
+10.99%
1d avg:−1.86%
Entry Spread Now
+0.168%
In your favorL 0.07760 · S 0.07773+$16.75 if it converges
24h range −0.47%…+0.52% · median +0.10%
Long pays every1hShort pays every8h
LONGmaker0.015%/taker0.045%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$8.17
+0.08%
$Avg Daily PnL
+$14.58
+0.1458%
★Best Day
+$21.17
Sep 14
◎Open Interest
TxFlow$7.9K
BloFin$118.9K⚡Funding APR
+53.23%
annualized · funding only
⚠Execution Cost
−$21.00
entry + exit fees
⏱Payback
1.4d
to break even
◧24h Volume
TxFlow$65.3KBloFin$54.2KLoading 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 (−$21.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.