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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 ~4.8d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+21.00%
7d Period Avg+39.52%
swing±24.19%
LONG Phemex · now
+0.00%
7d avg:+0.00%
SHORT BloFin · now
+21.00%
7d avg:+39.52%
Entry Spread Now
+0.024%
Eaten by executionL 82.1000 · S 82.1200+$2.44 if it converges
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
+$48.09
+0.48%
$Avg Daily PnL
+$10.82
+0.1082%
★Best Day
+$14.01
Sep 26
◎Open Interest
Phemex$941.2K
BloFin$1.56M⚡Funding APR
+39.49%
annualized · funding only
⚠Execution Cost
−$27.65
entry + exit fees
⏱Payback
2.6d
to break even
◧24h Volume
Phemex$42.9KBloFin$247.4KLoading 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 (−$27.65 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.