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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~13d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+5.96%
30d Period Avg+0.68%
swing±6.42%
LONG Binance Futures · now
+10.96%
30d avg:+10.86%
SHORT BloFin · now
+16.92%
30d avg:+11.54%
Entry Spread Now
+0.072%
Eaten by executionL 0.2835 · S 0.2837+$7.19 if it converges
24h range −0.68%…+0.75% · median −0.01%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$15.93
−0.16%
$Avg Daily PnL
+$0.20
+0.0020%
★Best Day
+$7.20
Sep 27
◎Open Interest
Binance Futures$10.98M
BloFin$637.1K⚡Funding APR
+0.74%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
3.6mo
to break even
◧24h Volume
Binance Futures$5.18MBloFin$34.6KLoading 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.