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updated —BCH Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.2d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+23.79%
1d Period Avg+15.49%
swing±9.15%
LONG dYdX · now
+0.00%
1d avg:+0.00%
SHORT BloFin · now
+23.79%
1d avg:+15.49%
Entry Spread Now
−0.007%
NeutralL 277.8695 · S 277.8500
24h range −0.13%…+0.20% · median +0.05%
Long pays every1hShort pays every8h
LONGmaker0.010%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$23.31
−0.23%
$Avg Daily PnL
+$4.24
+0.0424%
★Best Day
+$2.37
Nov 2
◎Open Interest
⚡Funding APR
+15.48%
annualized · funding only
⚠Execution Cost
−$27.55
entry + exit fees
⏱Payback
6.5d
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 (−$27.55 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.