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updated 6:18:20 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.5d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+106.54%
3d Period Avg+84.98%
LONG BloFin · now
−32.19%
3d avg:+5.13%
SHORT Ethereal · now
+74.35%
3d avg:+90.11%
Entry Spread Now
−0.206%
Eaten by executionL 0.1442 · S 0.1439−$20.64 if it converges
24h range −0.41%…−0.01% · median −0.18%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0%/taker0.030%
Loading Funding History…
↗Total PnL
−$33.22
−0.33%
$Avg Daily PnL
+$17.47
+0.1747%
★Best Day
+$25.37
Aug 16
◎Open Interest
BloFin$795.9K⚡Funding APR
+63.75%
annualized · funding only
⚠Execution Cost
−$103.08
entry + exit fees
⏱Payback
5.9d
to break even
◧24h Volume
BloFin$460.6KLoading 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 (−$103.08 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.