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updated —ICP Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+26.28%
3d Period Avg+24.54%
swing±10.48%
LONG Binance Futures · now
+8.76%
3d avg:+6.71%
SHORT BloFin · now
+35.04%
3d avg:+31.25%
Entry Spread Now
−0.029%
Eaten by executionL 2.3977 · S 2.3970−$2.91 if it converges
24h range −0.68%…+0.61% · median −0.04%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$3.10
−0.03%
$Avg Daily PnL
+$6.30
+0.0630%
★Best Day
+$8.95
Nov 13
◎Open Interest
Binance Futures$20.83M
BloFin$955.2K⚡Funding APR
+23.00%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
3.5d
to break even
◧24h Volume
Binance Futures$32.10MBloFin$651.2KLoading 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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.