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updated 5:08:05 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+54.56%
30d Period Avg+118.10%
LONG N1 · now
−46.46%
30d avg:−109.23%
SHORT BloFin · now
+8.10%
30d avg:+8.87%
Entry Spread Now
+0.098%
Eaten by executionL 2.0341 · S 2.0361+$9.83 if it converges
24h range −0.63%…+0.40% · median +0.09%
Long pays every1hShort pays every4h
LONGmaker0.010%/taker0.050%SHORTmaker0.020%/taker0.060%
Limited funding history — chart clipped to available data
- N1 (Long): data starts Aug 8, 2026 (9d available out of 30d requested)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Sparse settlements: long 27%, short 100% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
+$209.91
+2.10%
$Avg Daily PnL
+$7.48
+0.0748%
★Best Day
+$38.78
Aug 9
◎Open Interest
N1$64.8K
BloFin$445.4K⚡Funding APR
+27.31%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
2.9d
to break even
◧24h Volume
N1$5.6KBloFin$58.0KLoading 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.