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updated 9:29:50 PMFunding 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
+332.69%
3d Period Avg+33.58%
LONG Bitunix · now
−320.20%
3d avg:−24.30%
SHORT BloFin · now
+12.49%
3d avg:+9.28%
Entry Spread Now
+0.049%
Eaten by executionL 0.06180 · S 0.06183+$4.85 if it converges
24h range −0.21%…+0.46% · median +0.06%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$3.58
+0.04%
$Avg Daily PnL
+$9.19
+0.0919%
★Best Day
+$25.40
Aug 17
◎Open Interest
Bitunix—
BloFin$64.3K⚡Funding APR
+33.55%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
2.6d
to break even
◧24h Volume
Bitunix$69.0KBloFin$5.7KLoading 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 (−$24.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.