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updated 4:05:33 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+224.64%
3d Period Avg+222.75%
LONG Ethereal · now
−213.46%
3d avg:−215.43%
SHORT BloFin · now
+11.19%
3d avg:+7.32%
Entry Spread Now
−0.154%
Against youL 0.1466 · S 0.1464−$15.37 if it converges
24h range −0.40%…+0.25% · median −0.08%
Long pays every1hShort pays every4h
LONGmaker0%/taker0.030%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$162.16
+1.62%
$Avg Daily PnL
+$45.04
+0.4504%
★Best Day
+$61.21
Aug 15
◎Open Interest
BloFin$267.9K⚡Funding APR
+164.39%
annualized · funding only
⚠Execution Cost
−$18.00
entry + exit fees
⏱Payback
9.6h
to break even
◧24h Volume
BloFin$6.7KLoading 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 (−$18.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.