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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 ~5.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+14.77%
30d Period Avg+35.74%
swing±31.01%
LONG TxFlow · now
−6.42%
30d avg:−21.68%
SHORT BloFin · now
+8.35%
30d avg:+14.06%
Entry Spread Now
+0.088%
Eaten by executionL 2.6002 · S 2.6025+$8.85 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
+$289.83
+2.90%
$Avg Daily PnL
+$10.36
+0.1036%
★Best Day
+$19.86
Sep 30
◎Open Interest
TxFlow$15.1K
BloFin$963.7K⚡Funding APR
+37.82%
annualized · funding only
⚠Execution Cost
−$21.00
entry + exit fees
⏱Payback
2.0d
to break even
◧24h Volume
TxFlow$133.1KBloFin$589.1KLoading 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 (−$21.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.