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updated 10:34:33 AMFunding Arbitrage Backtester
Size$
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
−0.49%
30d Period Avg−0.88%
LONG BloFin · now
+11.45%
30d avg:+11.25%
SHORT Binance Futures · now
+10.96%
30d avg:+10.37%
Entry Spread Now
−0.100%
Eaten by executionL 0.03005 · S 0.03002−$9.98 if it converges
24h range −0.17%…+0.46% · median +0.18%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$29.26
−0.29%
$Avg Daily PnL
−$0.23
−0.0023%
★Best Day
+$0.68
Jul 21
◎Open Interest
BloFin$183.1K
Binance Futures$2.67M⚡Funding APR
−0.85%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
BloFin$17.1KBinance Futures$957.0KLoading 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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.