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updated 4:02:39 AMFunding Arbitrage Backtester
Size$
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
−0.10%
3d Period Avg+0.31%
LONG BloFin · now
+11.50%
3d avg:+11.09%
SHORT Extended · now
+11.40%
3d avg:+11.40%
Entry Spread Now
+0.274%
In your favorL 0.004445 · S 0.004457+$27.40 if it converges
24h range −0.20%…+0.11% · median +0.00%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0%/taker0.025%
Loading Funding History…
↗Total PnL
−$16.37
−0.16%
$Avg Daily PnL
+$0.16
+0.0016%
★Best Day
+$0.49
Aug 14
◎Open Interest
BloFin$169.9K
Extended$4.3K⚡Funding APR
+0.57%
annualized · funding only
⚠Execution Cost
−$17.00
entry + exit fees
⏱Payback
3.6mo
to break even
◧24h Volume
BloFin$4.2KExtended$29.6KLoading 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.