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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 ~3.7d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+28.73%
3d Period Avg+45.66%
swing±12.77%
LONG Phemex · now
+0.00%
3d avg:+0.00%
SHORT BloFin · now
+28.73%
3d avg:+45.66%
Entry Spread Now
+0.000%
NeutralL 81.9500 · S 81.9500
24h range −0.25%…+0.48% · median −0.01%
Long pays every4hShort pays every8h
LONGmaker0.010%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$8.15
+0.08%
$Avg Daily PnL
+$12.50
+0.1250%
★Best Day
+$12.72
Sep 29
◎Open Interest
Phemex$939.6K
BloFin$1.57M⚡Funding APR
+45.63%
annualized · funding only
⚠Execution Cost
−$29.35
entry + exit fees
⏱Payback
2.4d
to break even
◧24h Volume
Phemex$43.9KBloFin$249.0KLoading 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 (−$29.35 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.