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updated 8:44:12 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%
3d Period Avg+15.28%
swing±11.65%
LONG CoinW · now
+9.49%
3d avg:+6.48%
SHORT BloFin · now
+37.26%
3d avg:+21.76%
Entry Spread Now
−0.103%
Eaten by executionL 0.0008746 · S 0.0008737−$10.29 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
−$11.45
−0.11%
$Avg Daily PnL
+$3.14
+0.0314%
★Best Day
+$5.25
Sep 1
◎Open Interest
CoinW—
BloFin$646.9K⚡Funding APR
+11.45%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
7.7d
to break even
◧24h Volume
CoinW—BloFin$197.5KLoading 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.