Funding Arbitrage Backtester

updated 4:32:38 PM

Size$

R-trip cost

Funding ArbitrageLooking at price convergence? → /price-pair

Net Funding APR · Now

+7.35%

30d Avg—

LONG BloFin

+3.60%

30d: —

SHORT BingX

+10.96%

30d: —

Long pays every8hShort pays every4h

LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%

Loading Funding History…

↗Total PnL

−$85.85

−0.86%

$Avg Daily PnL

+$1.54

+0.0154%

∑Funding PnL

+$46.12

before cost

%Win Rate

100.0%

positive days

★Best Day

+$4.46

May 15

◎Open Interest

BloFin$2.24M

BingX$5.94M

⚡APR

−10.44%

annualized

⚠Execution Cost

−$131.97

entry + exit fees

⏱Payback

2.9mo

to break even

⤓Max Drawdown

+$0.00

peak → trough

✕Worst Day

+$0.45

Apr 27

◧24h Volume

BloFin$226.8K

BingX$6.99M

Loading 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 (−$131.97 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.