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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 ~31d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+6.55%
3d Period Avg+1.74%
swing±4.10%
LONG BloFin · now
+4.41%
3d avg:+9.22%
SHORT Binance Futures · now
+10.96%
3d avg:+10.96%
Entry Spread Now
−0.310%
Against youL 1.0280 · S 1.0248−$30.97 if it converges
24h range −0.52%…+0.46% · median +0.01%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$54.50
−0.55%
$Avg Daily PnL
+$0.48
+0.0048%
★Best Day
+$0.43
Sep 30
◎Open Interest
⚡Funding APR
+1.74%
annualized · funding only
⚠Execution Cost
−$55.93
entry + exit fees
⏱Payback
3.9mo
to break even
◧24h Volume
Loading 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 (−$55.93 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.