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updated 12:57:19 AMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.2d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+24.03%
3d Period Avg+22.38%
swing±4.98%
LONG Phoenix · now
+0.07%
3d avg:−1.67%
SHORT BloFin · now
+24.11%
3d avg:+20.71%
Entry Spread Now
+1.375%
In your favorL 12.2338 · S 12.4020+$137.49 if it converges
24h range −1.28%…+2.10% · median +0.06%
Long pays every1hShort pays every8h
LONGmaker0.005%/taker0.035%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$2.90
−0.03%
$Avg Daily PnL
+$4.50
+0.0450%
★Best Day
+$6.16
Sep 18
◎Open Interest
Phoenix$17.5K
BloFin$5.67M⚡Funding APR
+16.44%
annualized · funding only
⚠Execution Cost
−$20.92
entry + exit fees
⏱Payback
4.6d
to break even
◧24h Volume
Phoenix—BloFin$7.62MLoading 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 (−$20.92 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.