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updated 7:43:32 AMFunding Arbitrage Backtester
Size$
R-trip cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+55.40%
1d Period Avg+16.44%
LONG BitMart · now
−21.91%
1d avg:−14.69%
SHORT BloFin · now
+33.49%
1d avg:+1.75%
Entry Spread Now
−0.056%
Eaten by executionL 44.3047 · S 44.2800−$5.58 if it converges
24h range −0.24%…+0.00% · median −0.08%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$23.39
−0.23%
$Avg Daily PnL
+$2.25
+0.0225%
★Best Day
+$2.35
Aug 3
◎Open Interest
⚡Funding APR
+8.22%
annualized · funding only
⚠Execution Cost
−$27.89
entry + exit fees
⏱Payback
12.4d
to break even
◧24h Volume
Loading 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 (−$27.89 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.