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updated 6:20:03 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~43d
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+66.18%
30d Period Avg+49.74%
LONG N1 · now
−28.93%
30d avg:−28.62%
SHORT BloFin · now
+37.26%
30d avg:+21.12%
Entry Spread Now
+0.096%
Eaten by executionL 0.08375 · S 0.08383+$9.55 if it converges
24h range −0.10%…+1.32% · median +0.90%
Long pays every1hShort pays every4h
LONGmaker0.010%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$331.96
−3.32%
$Avg Daily PnL
+$14.30
+0.1430%
★Best Day
+$70.53
Aug 15
◎Open Interest
N1$4.2K
BloFin$2.06M⚡Funding APR
+52.19%
annualized · funding only
⚠Execution Cost
−$775.20
entry + exit fees
⏱Payback
1.8mo
to break even
◧24h Volume
N1$29BloFin$635.8KLoading 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 (−$775.20 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.