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updated 9:07:18 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.1d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+60.40%
1d Period Avg+61.85%
LONG BloFin · now
−40.51%
1d avg:−35.70%
SHORT Reya · nowHYPERUSDPERP
+19.89%
1d avg:+26.15%
Entry Spread Now
−0.083%
Eaten by executionL 58.8120 · S 58.7635−$8.25 if it converges
24h range −0.21%…+0.04% · median −0.09%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.010%/taker0.030%
Loading Funding History…
↗Total PnL
−$1.17
−0.01%
$Avg Daily PnL
+$8.59
+0.0859%
★Best Day
+$16.54
Aug 17
◎Open Interest
BloFin$14.19M
Reya$26.5K⚡Funding APR
+31.34%
annualized · funding only
⚠Execution Cost
−$18.34
entry + exit fees
⏱Payback
2.1d
to break even
◧24h Volume
BloFin$9.96MReya$61.1KLoading 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 (−$18.34 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.