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updated 2:38:03 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~32d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+1.92%
30d Period Avg−5.07%
LONG BloFin · now
+9.48%
30d avg:+9.99%
SHORT Extended · now
+11.40%
30d avg:+4.92%
Entry Spread Now
−0.030%
Eaten by executionL 0.004405 · S 0.004404−$3.00 if it converges
24h range −0.20%…+0.11% · median −0.01%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0%/taker0.025%
Limited funding history — chart clipped to available data
- Extended (Short): data starts Jul 21, 2026 (27d available out of 30d requested)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Loading Funding History…
↗Total PnL
−$60.46
−0.60%
$Avg Daily PnL
−$1.40
−0.0140%
★Best Day
+$12.13
Jul 24
◎Open Interest
BloFin$170.8K
Extended$2.4K⚡Funding APR
−5.12%
annualized · funding only
⚠Execution Cost
−$17.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
BloFin$4.1KExtended$16.9KLoading 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.