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updated 1:04:19 PMFunding Arbitrage Backtester
Size$
R-trip cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+33.79%
1d Period Avg+37.28%
LONG Reya · nowLTCRUSDPERP
−3.50%
1d avg:−7.99%
SHORT BloFin · now
+30.30%
1d avg:+29.29%
Entry Spread Now
+0.116%
In your favorL 47.4148 · S 47.4700+$11.65 if it converges
24h range −0.22%…+0.33% · median +0.07%
Long pays every1hShort pays every8h
LONGmaker0.010%/taker0.030%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$10.53
−0.11%
$Avg Daily PnL
+$5.00
+0.0500%
★Best Day
+$5.85
Jul 21
◎Open Interest
⚡Funding APR
+18.26%
annualized · funding only
⚠Execution Cost
−$20.53
entry + exit fees
⏱Payback
4.1d
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 (−$20.53 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.