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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 ~38d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+4.37%
3d Period Avg−1.85%
swing±29.03%
LONG BloFin · now
+1.11%
3d avg:+16.55%
SHORT Entropy · nowio:DRAM
+5.48%
3d avg:+14.70%
Entry Spread Now
+0.011%
NeutralL 61.5200 · S 61.5270
24h range −0.20%…+0.15% · median −0.04%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.030%/taker0.090%
Loading Funding History…
↗Total PnL
−$44.77
−0.45%
$Avg Daily PnL
+$0.28
+0.0028%
★Best Day
+$3.97
Sep 23
◎Open Interest
BloFin$297.8K
Entropy$188.3K⚡Funding APR
+1.01%
annualized · funding only
⚠Execution Cost
−$45.88
entry + exit fees
⏱Payback
5.5mo
to break even
◧24h Volume
BloFin$28.0KEntropy$819.7KLoading 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 (−$45.88 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.