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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 ~1.1d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+84.99%
30d Period Avg+83.72%
swing±28.29%
LONG TxFlow · now
−66.18%
30d avg:−56.27%
SHORT BloFin · now
+18.81%
30d avg:+27.45%
Entry Spread Now
+0.015%
NeutralL 0.6489 · S 0.6490
24h range −0.69%…+0.42% · median +0.03%
Long pays every1hShort pays every4h
LONGmaker0.015%/taker0.045%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$664.34
+6.64%
$Avg Daily PnL
+$23.02
+0.2302%
★Best Day
+$29.83
Sep 16
◎Open Interest
TxFlow$228.1K
BloFin$1.19M⚡Funding APR
+84.04%
annualized · funding only
⚠Execution Cost
−$26.37
entry + exit fees
⏱Payback
1.1d
to break even
◧24h Volume
TxFlow$293.8KBloFin$292.5KLoading 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 (−$26.37 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.