Funding Arbitrage Backtester

updated 6:06:31 PM

Size$

R-trip cost

Funding ArbitrageLooking at price convergence? → /price-pair

Net Funding APR · Now

+5.48%

3d Avg—

LONG Binance Futures

+5.48%

3d: —

SHORT BingX

+10.96%

3d: —

Long pays every8hShort pays every4h

LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.050%

Loading Funding History…

↗Total PnL

+$53.52

+0.54%

$Avg Daily PnL

+$18.38

+0.1838%

∑Funding PnL

+$73.52

before cost

%Win Rate

100.0%

positive days

★Best Day

+$26.74

May 16

◎Open Interest

Binance Futures$17.64M

BingX$6.14M

⚡APR

+48.84%

annualized

⚠Execution Cost

−$20.00

entry + exit fees

⏱Payback

1.1d

to break even

⤓Max Drawdown

+$0.00

peak → trough

✕Worst Day

+$0.03

May 15

◧24h Volume

Binance Futures$19.99M

BingX$7.20M

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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.