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updated 11:32:35 PMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−2.53%
1d Period Avg+1.22%
swing±4.13%
LONG Binance Futures · now
+10.96%
1d avg:+10.96%
SHORT BloFin · now
+8.43%
1d avg:+12.18%
Entry Spread Now
+0.043%
Eaten by executionL 0.1418 · S 0.1419+$4.33 if it converges
24h range −0.37%…+0.34% · median −0.06%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$21.90
−0.22%
$Avg Daily PnL
+$0.10
+0.0010%
★Best Day
+$0.10
Sep 18
◎Open Interest
Binance Futures$3.15M
BloFin$201.4K⚡Funding APR
+0.37%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
7.3mo
to break even
◧24h Volume
Binance Futures$6.92MBloFin$34.7KLoading 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.