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updated —FF Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−1.62%
3d Period Avg−1.24%
swing±3.37%
LONG BloFin · now
+12.58%
3d avg:+12.20%
SHORT Binance Futures · now
+10.96%
3d avg:+10.96%
Entry Spread Now
+0.022%
Eaten by executionL 0.09192 · S 0.09194+$2.18 if it converges
24h range −0.42%…+0.65% · median +0.01%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$23.02
−0.23%
$Avg Daily PnL
−$0.34
−0.0034%
★Best Day
−$0.01
Nov 11
◎Open Interest
BloFin$1.68M
Binance Futures$33.07M⚡Funding APR
−1.24%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
BloFin$140.0KBinance Futures$6.40MLoading 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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.