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updated 7:35:33 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~39d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+72.25%
3d Period Avg+218.21%
LONG N1 · now
−37.69%
3d avg:−193.87%
SHORT BloFin · now
+34.56%
3d avg:+24.34%
Entry Spread Now
+0.167%
Eaten by executionL 0.08388 · S 0.08402+$16.69 if it converges
24h range −0.08%…+1.32% · median +0.90%
Long pays every1hShort pays every4h
LONGmaker0.010%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$585.20
−5.85%
$Avg Daily PnL
+$47.37
+0.4737%
★Best Day
+$70.53
Aug 15
◎Open Interest
N1$4.2K
BloFin$2.06M⚡Funding APR
+172.89%
annualized · funding only
⚠Execution Cost
−$774.67
entry + exit fees
⏱Payback
16.4d
to break even
◧24h Volume
N1$31BloFin$638.8KLoading 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 (−$774.67 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.