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updated 9:06:15 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.4d
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+76.41%
3d Period Avg+18.68%
LONG BloFin · now
−39.72%
3d avg:+11.18%
SHORT Perpl · now
+36.69%
3d avg:+29.86%
Entry Spread Now
+0.017%
In your favorL ask 58.7600 · S bid 58.7699+$1.68 at entry
24h range −0.18%…+0.11% · median −0.01%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.050%/taker0.088%
Loading Funding History…
↗Total PnL
−$19.98
−0.20%
$Avg Daily PnL
+$2.39
+0.0239%
★Best Day
+$15.53
Aug 17
◎Open Interest
BloFin$14.18M
Perpl$482.7K⚡Funding APR
+8.72%
annualized · funding only
⚠Execution Cost
−$29.54
entry + exit fees
⏱Payback
12.4d
to break even
◧24h Volume
BloFin$9.97MPerpl$770.2KLoading 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 (−$29.54 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.