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updated 6:17:12 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+104.95%
3d Period Avg+74.21%
LONG N1 · now
−92.92%
3d avg:−64.43%
SHORT BloFin · now
+12.03%
3d avg:+9.78%
Entry Spread Now
+0.138%
In your favorL 2.0319 · S 2.0347+$13.78 if it converges
24h range −0.63%…+0.40% · median +0.08%
Long pays every1hShort pays every4h
LONGmaker0.010%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$51.09
+0.51%
$Avg Daily PnL
+$18.27
+0.1827%
★Best Day
+$25.23
Aug 15
◎Open Interest
N1$64.7K
BloFin$447.3K⚡Funding APR
+66.69%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
1.2d
to break even
◧24h Volume
N1$5.6KBloFin$65.7KLoading 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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.