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updated 8:41:18 AMFunding Arbitrage Backtester
Size$
R-trip cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+1.07%
3d Period Avg+1.07%
LONG Variational · now
+0.00%
3d avg:+0.00%
SHORT BloFin · now
+1.07%
3d avg:+1.07%
Entry Spread Now
−4.121%
Against youL 45.4012 · S 43.5300−$412.14 if it converges
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Stale data — blofin last updated 19d ago. This venue stopped reporting this market (delisted/renamed/blocked); the rate shown is not live.
Sparse settlements: long 111%, short 0% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
−$9.84
−0.10%
$Avg Daily PnL
+$0.54
+0.0054%
★Best Day
+$1.89
Jul 18
◎Open Interest
⚡Funding APR
+1.97%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
22.2d
to break even
◧24h Volume
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 (−$12.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.