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updated 11:57:03 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−0.96%
3d Period Avg−0.73%
LONG BloFin · now
+12.35%
3d avg:+10.91%
SHORT Extended · now
+11.40%
3d avg:+10.18%
Entry Spread Now
−0.068%
Eaten by executionL 0.02380 · S 0.02378−$6.80 if it converges
24h range −0.31%…+0.26% · median −0.07%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0%/taker0.025%
Loading Funding History…
↗Total PnL
−$17.60
−0.18%
$Avg Daily PnL
−$0.15
−0.0015%
★Best Day
+$0.62
Aug 13
◎Open Interest
BloFin$154.9K
Extended$2.0K⚡Funding APR
−0.55%
annualized · funding only
⚠Execution Cost
−$17.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
BloFin$977Extended$0Loading 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 (−$17.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.