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updated —BRENT Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.5d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+228.35%
1d Period Avg+214.53%
swing±140.93%
LONG BloFin · nowBZ-USDT
−26.30%
1d avg:−19.41%
SHORT Bullet · nowBRENTOIL-USD
+202.05%
1d avg:+195.12%
Entry Spread Now
+0.009%
In your favorL ask 112.1600 · S bid 112.1700+$0.89 at entry
24h range −0.01%…+0.30% · median +0.04%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
+$20.41
+0.20%
$Avg Daily PnL
+$52.91
+0.5291%
★Best Day
+$30.33
Oct 31
◎Open Interest
⚡Funding APR
+193.12%
annualized · funding only
⚠Execution Cost
−$32.50
entry + exit fees
⏱Payback
14.6h
to break even
◧24h Volume
Loading 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 (−$32.50 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.