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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 ~1.1d
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
+69.95%
30d Period Avgβ58.79%
swingΒ±69.18%
LONG Decibel Β· now
+0.00%
30d avg:+60.15%
SHORT BloFin Β· now
+69.95%
30d avg:+1.36%
Entry Spread Now
β0.289%
Against youL 463.2600 Β· S 461.9200β$28.93 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%
Limited funding history β chart clipped to available data
- Decibel (Long): data starts Oct 8, 2026 (11d available out of 30d requested)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Sparse settlements: long 36%, short 100% of expected. KPIs may be noisy.
Loading Funding Historyβ¦
βTotal PnL
β$141.16
β1.41%
$Avg Daily PnL
β$4.01
β0.0401%
β
Best Day
+$10.69
Sep 23
βOpen Interest
β‘Funding APR
β14.62%
annualized Β· funding only
β Execution Cost
β$21.00
entry + exit fees
β±Payback
never
to break even
β§24h Volume
Loading 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.