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updated 9:12:18 AMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~18d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+4.48%
1d Period Avg+0.27%
swing±4.58%
LONG BloFin · now
+6.48%
1d avg:+9.64%
SHORT Binance Futures · now
+10.96%
1d avg:+9.91%
Entry Spread Now
+0.210%
In your favorL 0.0009468 · S 0.0009488+$21.02 if it converges
24h range −1.12%…+0.73% · median +0.02%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$21.93
−0.22%
$Avg Daily PnL
+$0.04
+0.0004%
★Best Day
+$0.21
Sep 16
◎Open Interest
BloFin$550.2K
Binance Futures$9.14M⚡Funding APR
+0.13%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
20.3mo
to break even
◧24h Volume
BloFin$195.3KBinance Futures$22.71MLoading 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.