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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 ~12d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+11.11%
3d Period Avg+58.60%
swing±30.62%
LONG TxFlow · now
+5.99%
3d avg:−37.87%
SHORT BloFin · now
+17.10%
3d avg:+20.73%
Entry Spread Now
+0.110%
Eaten by executionL 2.6298 · S 2.6327+$11.03 if it converges
24h range −0.24%…+0.32% · median +0.04%
Long pays every1hShort pays every4h
LONGmaker0.015%/taker0.045%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$16.91
+0.17%
$Avg Daily PnL
+$17.34
+0.1734%
★Best Day
+$19.86
Sep 30
◎Open Interest
TxFlow$15.3K
BloFin$967.5K⚡Funding APR
+63.30%
annualized · funding only
⚠Execution Cost
−$35.11
entry + exit fees
⏱Payback
2.0d
to break even
◧24h Volume
TxFlow$133.7KBloFin$608.0KLoading 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 (−$35.11 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.