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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~338d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.89%
3d Period Avg+3.80%
swing±6.68%
LONG Binance Futures · now
+10.96%
3d avg:+6.20%
SHORT BloFin · now
+11.85%
3d avg:+10.00%
Entry Spread Now
−0.184%
Against youL ask 0.01631 · S bid 0.01628−$18.39 at entry
24h range −0.19%…+0.17% · median −0.03%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$81.30
−0.81%
$Avg Daily PnL
+$0.37
+0.0037%
★Best Day
+$0.68
Sep 30
◎Open Interest
⚡Funding APR
+1.36%
annualized · funding only
⚠Execution Cost
−$82.42
entry + exit fees
⏱Payback
7.4mo
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 (−$82.42 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.