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updated 7:13:37 AMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~15d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+4.07%
1d Period Avg−0.36%
swing±2.50%
LONG BloFin · now
+7.33%
1d avg:+11.76%
SHORT Extended · now
+11.40%
1d avg:+11.40%
Entry Spread Now
−0.065%
Eaten by executionL 0.1296 · S 0.1295−$6.46 if it converges
24h range −0.40%…+0.42% · median −0.00%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0%/taker0.025%
Loading Funding History…
↗Total PnL
−$17.10
−0.17%
$Avg Daily PnL
−$0.05
−0.0005%
★Best Day
−$0.03
Sep 1
◎Open Interest
BloFin$217.4K
Extended$1.2K⚡Funding APR
−0.18%
annualized · funding only
⚠Execution Cost
−$17.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
BloFin$6.4KExtended$294.4KLoading 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 (−$17.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.