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updated 12:15:20 AMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−0.54%
3d Period Avg+0.10%
swing±2.37%
LONG Binance Futures · now
+10.96%
3d avg:+10.96%
SHORT BloFin · now
+10.41%
3d avg:+11.06%
Entry Spread Now
+0.013%
NeutralL 0.007866 · S 0.007867
24h range −0.32%…+0.40% · median −0.03%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$21.71
−0.22%
$Avg Daily PnL
+$0.07
+0.0007%
★Best Day
+$0.35
Sep 16
◎Open Interest
Binance Futures$1.74M
BloFin$86.9K⚡Funding APR
+0.26%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
10.1mo
to break even
◧24h Volume
Binance Futures$3.05MBloFin$2.9KLoading 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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.