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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.1d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+87.67%
30d Period Avg+86.56%
swing±36.36%
LONG TxFlow · now
−50.42%
30d avg:−53.69%
SHORT BloFin · now
+37.26%
30d avg:+32.87%
Entry Spread Now
−0.221%
Against youL 0.5425 · S 0.5413−$22.12 if it converges
24h range −0.62%…+1.00% · median +0.06%
Long pays every1hShort pays every4h
LONGmaker0.015%/taker0.045%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$692.09
+6.92%
$Avg Daily PnL
+$23.97
+0.2397%
★Best Day
+$34.51
Sep 12
◎Open Interest
⚡Funding APR
+87.48%
annualized · funding only
⚠Execution Cost
−$26.94
entry + exit fees
⏱Payback
1.1d
to break even
◧24h Volume
Loading 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 (−$26.94 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.