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updated 10:34:32 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~11d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+5.59%
30d Period Avg−74.19%
LONG BloFin · now
+5.80%
30d avg:+5.58%
SHORT Extended · now
+11.40%
30d avg:−68.61%
Entry Spread Now
−0.089%
Against youL 0.02392 · S 0.02390−$8.91 if it converges
24h range −0.31%…+0.26% · median −0.07%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0%/taker0.025%
Limited funding history — chart clipped to available data
- Extended (Short): data starts Jul 21, 2026 (26d available out of 30d requested)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Loading Funding History…
↗Total PnL
−$545.97
−5.46%
$Avg Daily PnL
−$17.06
−0.1706%
★Best Day
+$2.82
Jul 18
◎Open Interest
BloFin$154.2K
Extended$2.0K⚡Funding APR
−62.28%
annualized · funding only
⚠Execution Cost
−$17.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
BloFin$1.0KExtended$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.