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updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding covers it in ~2.8d
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
+27.27%
3d Period Avgβ11.21%
swingΒ±94.98%
LONG Decibel Β· now
+0.00%
3d avg:+28.07%
SHORT BloFin Β· now
+27.27%
3d avg:+16.86%
Entry Spread Now
+0.307%
In your favorL 462.8400 Β· S 464.2600+$30.68 if it converges
24h range β0.43%β¦+0.46% Β· median +0.09%
Long pays every1hShort pays every8h
LONGmaker0.015%/taker0.045%SHORTmaker0.020%/taker0.060%
Loading Funding Historyβ¦
βTotal PnL
β$28.12
β0.28%
$Avg Daily PnL
β$2.37
β0.0237%
β
Best Day
+$0.45
Oct 19
βOpen Interest
Decibel$9.0K
BloFin$371.1Kβ‘Funding APR
β8.66%
annualized Β· funding only
β Execution Cost
β$21.00
entry + exit fees
β±Payback
never
to break even
β§24h Volume
DecibelβBloFin$227.0KLoading Cumulative PnLβ¦
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 (β$21.00 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.