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updated 12:57:37 PMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.1d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+115.77%
3d Period Avg+139.28%
swing±31.57%
LONG TxFlow · now
−78.51%
3d avg:−112.47%
SHORT BloFin · now
+37.26%
3d avg:+26.81%
Entry Spread Now
+0.056%
Eaten by executionL 2.1514 · S 2.1526+$5.58 if it converges
24h range −0.37%…+0.50% · median +0.01%
Long pays every1hShort pays every4h
LONGmaker0.015%/taker0.045%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$79.53
+0.80%
$Avg Daily PnL
+$28.28
+0.2828%
★Best Day
+$39.71
Sep 14
◎Open Interest
TxFlow$265.8K
BloFin$533.0K⚡Funding APR
+103.24%
annualized · funding only
⚠Execution Cost
−$33.61
entry + exit fees
⏱Payback
1.2d
to break even
◧24h Volume
TxFlow$107.0KBloFin$91.8KLoading 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 (−$33.61 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.