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updated 11:57:34 AMFunding Arbitrage Backtester
Size$
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
−2.10%
3d Period Avg−0.62%
LONG BloFin · now
+13.05%
3d avg:+11.58%
SHORT Binance Futures · now
+10.96%
3d avg:+10.96%
Entry Spread Now
+0.096%
Eaten by executionL 0.005194 · S 0.005199+$9.63 if it converges
24h range −0.71%…+1.13% · median +0.12%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$22.51
−0.23%
$Avg Daily PnL
−$0.13
−0.0013%
★Best Day
+$0.08
Aug 15
◎Open Interest
BloFin$141.3K
Binance Futures$1.70M⚡Funding APR
−0.47%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
BloFin$6.2KBinance Futures$6.10MLoading 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.