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updated 7:43:26 AMFunding Arbitrage Backtester
Size$
R-trip cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+30.42%
1d Period Avg+32.45%
LONG N1 · now
+1.42%
1d avg:+1.04%
SHORT BloFin · now
+31.85%
1d avg:+33.49%
Entry Spread Now
−0.100%
Against youL ask 1.7057 · S bid 1.7040−$9.97 at entry
24h range −1.77%…+1.48% · median −0.06%
Long pays every8hShort pays every8h
LONGmaker0.010%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$402.35
−4.02%
$Avg Daily PnL
+$4.44
+0.0444%
★Best Day
+$5.67
Aug 2
◎Open Interest
⚡Funding APR
+16.21%
annualized · funding only
⚠Execution Cost
−$411.23
entry + exit fees
⏱Payback
3.1mo
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 (−$411.23 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.