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updated 10:29:41 AMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~61d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+3.62%
3d Period Avg+0.88%
swing±4.42%
LONG BloFin · now
+7.34%
3d avg:+8.79%
SHORT Binance Futures · now
+10.96%
3d avg:+9.67%
Entry Spread Now
−0.011%
Against youL ask 0.0009509 · S bid 0.0009508−$1.05 at entry
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
−$59.73
−0.60%
$Avg Daily PnL
+$0.18
+0.0018%
★Best Day
+$0.45
Sep 15
◎Open Interest
BloFin$542.9K
Binance Futures$9.17M⚡Funding APR
+0.66%
annualized · funding only
⚠Execution Cost
−$60.45
entry + exit fees
⏱Payback
11.2mo
to break even
◧24h Volume
BloFin$183.6KBinance Futures$23.12MLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (−$60.45 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.