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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 ~0.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+82.10%
3d Period Avg+62.06%
swing±38.23%
LONG TxFlow · now
−64.05%
3d avg:−51.52%
SHORT BloFin · now
+18.05%
3d avg:+10.54%
Entry Spread Now
+0.104%
Eaten by executionL 0.02879 · S 0.02882+$10.42 if it converges
24h range −0.31%…+1.01% · median +0.07%
Long pays every1hShort pays every8h
LONGmaker0.015%/taker0.045%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$25.37
+0.25%
$Avg Daily PnL
+$15.46
+0.1546%
★Best Day
+$14.82
Sep 30
◎Open Interest
TxFlow$1.6K
BloFin$251.7K⚡Funding APR
+56.41%
annualized · funding only
⚠Execution Cost
−$21.00
entry + exit fees
⏱Payback
1.4d
to break even
◧24h Volume
TxFlow$94.2KBloFin$241.3KLoading 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 (−$21.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.