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updated 7:14:57 AMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+27.77%
1d Period Avg+19.14%
swing±7.91%
LONG CoinW · now
+9.49%
1d avg:+9.57%
SHORT BloFin · now
+37.26%
1d avg:+28.71%
Entry Spread Now
+0.091%
Eaten by executionL 0.0008761 · S 0.0008769+$9.13 if it converges
24h range −0.28%…+0.31% · median −0.01%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$18.76
−0.19%
$Avg Daily PnL
+$2.62
+0.0262%
★Best Day
+$3.58
Sep 1
◎Open Interest
CoinW—
BloFin$644.3K⚡Funding APR
+9.56%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
9.2d
to break even
◧24h Volume
CoinW—BloFin$206.7KLoading 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.