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updated 6:40:43 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.2d
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+85.50%
1d Period Avg+61.99%
LONG BloFin · now
−36.57%
1d avg:−35.03%
SHORT Perpl · now
+48.93%
1d avg:+26.96%
Entry Spread Now
−0.117%
Against youL ask 59.2210 · S bid 59.1520−$11.65 at entry
24h range −0.18%…+0.11% · median −0.02%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.050%/taker0.088%
Loading Funding History…
↗Total PnL
−$14.19
−0.14%
$Avg Daily PnL
+$7.30
+0.0730%
★Best Day
+$12.93
Aug 17
◎Open Interest
BloFin$14.38M
Perpl$486.1K⚡Funding APR
+26.66%
annualized · funding only
⚠Execution Cost
−$28.80
entry + exit fees
⏱Payback
3.9d
to break even
◧24h Volume
BloFin$9.84MPerpl$758.7KLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (−$28.80 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.