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updated 8:34:04 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.5d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+48.36%
3d Period Avg+33.45%
LONG BloFin · now
+2.82%
3d avg:+10.54%
SHORT Reya · nowLINKRUSDPERP
+51.18%
3d avg:+43.99%
Entry Spread Now
−0.063%
Eaten by executionL 9.4760 · S 9.4700−$6.32 if it converges
24h range −0.14%…−0.06% · median −0.09%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.010%/taker0.030%
Loading Funding History…
↗Total PnL
+$6.84
+0.07%
$Avg Daily PnL
+$6.82
+0.0682%
★Best Day
+$10.87
Aug 16
◎Open Interest
BloFin$6.13M
Reya$10.9K⚡Funding APR
+24.89%
annualized · funding only
⚠Execution Cost
−$20.44
entry + exit fees
⏱Payback
3.0d
to break even
◧24h Volume
BloFin$5.44MReya$5.9KLoading 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 (−$20.44 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.