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updated 5:06:53 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.0d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+166.08%
30d Period Avg+19.98%
LONG BloFin · now
−34.91%
30d avg:+30.44%
SHORT Ethereal · now
+131.17%
30d avg:+50.42%
Entry Spread Now
−0.139%
Eaten by executionL 0.1442 · S 0.1440−$13.87 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
+$118.94
+1.19%
$Avg Daily PnL
+$5.31
+0.0531%
★Best Day
+$28.12
Aug 1
◎Open Interest
BloFin$798.7K⚡Funding APR
+19.38%
annualized · funding only
⚠Execution Cost
−$45.67
entry + exit fees
⏱Payback
8.6d
to break even
◧24h Volume
BloFin$487.0KLoading 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 (−$45.67 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.