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updated 6:41:01 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.0d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+70.32%
1d Period Avg+40.71%
LONG BloFin · now
−19.36%
1d avg:+9.29%
SHORT Reya · nowLINKRUSDPERP
+50.96%
1d avg:+50.00%
Entry Spread Now
−0.078%
Eaten by executionL 9.5250 · S 9.5176−$7.79 if it converges
24h range −0.14%…−0.05% · median −0.09%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.010%/taker0.030%
Loading Funding History…
↗Total PnL
−$8.67
−0.09%
$Avg Daily PnL
+$5.71
+0.0571%
★Best Day
+$8.64
Aug 17
◎Open Interest
BloFin$6.16M
Reya$11.0K⚡Funding APR
+20.85%
annualized · funding only
⚠Execution Cost
−$20.09
entry + exit fees
⏱Payback
3.5d
to break even
◧24h Volume
BloFin$5.37MReya$6.2KLoading 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 (−$20.09 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.