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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 ~12d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+5.39%
3d Period Avg+1.57%
swing±49.48%
LONG BloFin · now
+6.00%
3d avg:+56.66%
SHORT Extended · now
+11.40%
3d avg:+58.23%
Entry Spread Now
+0.036%
Eaten by executionL 0.6597 · S 0.6599+$3.58 if it converges
24h range −0.93%…+0.56% · median −0.03%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0%/taker0.025%
Loading Funding History…
↗Total PnL
−$15.32
−0.15%
$Avg Daily PnL
+$0.56
+0.0056%
★Best Day
+$2.71
Sep 29
◎Open Interest
BloFin$360.6K
Extended$1.6K⚡Funding APR
+2.04%
annualized · funding only
⚠Execution Cost
−$17.00
entry + exit fees
⏱Payback
1.0mo
to break even
◧24h Volume
BloFin$19.4KExtended$264.2KLoading 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.