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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.5d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+46.36%
30d Period Avg+11.93%
swing±28.89%
LONG Bitget · now
+0.00%
30d avg:+11.97%
SHORT BloFin · now
+46.36%
30d avg:+23.90%
Entry Spread Now
−0.077%
Against youL ask 155.0600 · S bid 154.9400−$7.74 at entry
24h range −0.41%…+2.40% · median −0.02%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$66.05
+0.66%
$Avg Daily PnL
+$3.26
+0.0326%
★Best Day
+$9.45
Sep 15
◎Open Interest
⚡Funding APR
+11.92%
annualized · funding only
⚠Execution Cost
−$31.90
entry + exit fees
⏱Payback
9.8d
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 + live L2 orderbook slippage on both legs (−$31.90 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.