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updated 5:00:26 PMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+199.00%
3d Period Avg+131.90%
swing±50.97%
LONG TxFlow · now
−188.54%
3d avg:−128.13%
SHORT BloFin · now
+10.46%
3d avg:+3.77%
Entry Spread Now
+0.115%
In your favorL 0.07830 · S 0.07839+$11.49 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
+$78.44
+0.78%
$Avg Daily PnL
+$24.86
+0.2486%
★Best Day
+$36.24
Sep 13
◎Open Interest
TxFlow$9.7K
BloFin$121.1K⚡Funding APR
+90.74%
annualized · funding only
⚠Execution Cost
−$21.00
entry + exit fees
⏱Payback
20.2h
to break even
◧24h Volume
TxFlow$54.5KBloFin$45.8KLoading 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.