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updated 11:56:35 AMFunding Arbitrage Backtester
Size$
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
+6.44%
3d Period Avg−4.79%
LONG BloFin · now
+4.52%
3d avg:+13.28%
SHORT Binance Futures · now
+10.96%
3d avg:+8.49%
Entry Spread Now
+0.134%
In your favorL 0.02995 · S 0.02999+$13.36 if it converges
24h range −0.23%…+0.46% · median +0.18%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$25.93
−0.26%
$Avg Daily PnL
−$0.98
−0.0098%
★Best Day
−$0.20
Aug 16
◎Open Interest
BloFin$183.4K
Binance Futures$2.67M⚡Funding APR
−3.59%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
BloFin$17.0KBinance Futures$885.1KLoading 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.