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updated 10:36:16 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.7d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+43.07%
3d Period Avg+39.81%
LONG BloFin · now
−12.06%
3d avg:−7.10%
SHORT Reya · nowLTCRUSDPERP
+31.01%
3d avg:+32.71%
Entry Spread Now
−0.075%
Eaten by executionL 44.4400 · S 44.4067−$7.49 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
+$12.45
+0.12%
$Avg Daily PnL
+$8.17
+0.0817%
★Best Day
+$12.03
Aug 16
◎Open Interest
BloFin$3.02M
Reya$4.0K⚡Funding APR
+29.83%
annualized · funding only
⚠Execution Cost
−$20.25
entry + exit fees
⏱Payback
2.5d
to break even
◧24h Volume
BloFin$487.9KReya$2.1KLoading 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 (−$20.25 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.