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updated 10:16:26 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.2d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+53.64%
3d Period Avg+5.78%
LONG BloFin · now
−34.34%
3d avg:+10.40%
SHORT Reya · nowHYPERUSDPERP
+19.30%
3d avg:+16.18%
Entry Spread Now
−0.065%
Eaten by executionL 58.8690 · S 58.8310−$6.45 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
−$13.03
−0.13%
$Avg Daily PnL
+$1.32
+0.0132%
★Best Day
+$16.76
Aug 17
◎Open Interest
BloFin$14.22M
Reya$26.5K⚡Funding APR
+4.80%
annualized · funding only
⚠Execution Cost
−$18.29
entry + exit fees
⏱Payback
13.9d
to break even
◧24h Volume
BloFin$9.25MReya$61.9KLoading 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 (−$18.29 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.