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updated 9:29:27 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.2d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+47.95%
1d Period Avg+23.77%
LONG Pacifica · now
−38.97%
1d avg:−12.92%
SHORT BloFin · now
+8.98%
1d avg:+10.85%
Entry Spread Now
−0.073%
Against youL ask 1.6332 · S bid 1.6320−$7.35 at entry
24h range −0.12%…+0.08% · median −0.01%
Long pays every1hShort pays every8h
LONGmaker0.015%/taker0.040%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$51.46
−0.51%
$Avg Daily PnL
+$1.66
+0.0166%
★Best Day
+$3.07
Aug 17
◎Open Interest
Pacifica$345.0K
BloFin$3.72M⚡Funding APR
+6.05%
annualized · funding only
⚠Execution Cost
−$54.78
entry + exit fees
⏱Payback
1.1mo
to break even
◧24h Volume
Pacifica$46.2KBloFin$1.03MLoading 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 (−$54.78 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.