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updated 9:31:42 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.9d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+40.96%
1d Period Avg+45.08%
LONG BloFin · now
−9.95%
1d avg:−12.97%
SHORT Reya · nowLTCRUSDPERP
+31.01%
1d avg:+32.11%
Entry Spread Now
−0.074%
Eaten by executionL 44.5300 · S 44.4970−$7.42 if it converges
24h range −0.13%…−0.00% · median −0.08%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.010%/taker0.030%
Loading Funding History…
↗Total PnL
−$9.12
−0.09%
$Avg Daily PnL
+$6.18
+0.0618%
★Best Day
+$11.60
Aug 17
◎Open Interest
BloFin$3.04M
Reya$4.1K⚡Funding APR
+22.55%
annualized · funding only
⚠Execution Cost
−$21.48
entry + exit fees
⏱Payback
3.5d
to break even
◧24h Volume
BloFin$489.0KReya$1.5KLoading 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 (−$21.48 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.