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updated 12:38:14 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~13d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+13.15%
3d Period Avg+11.55%
LONG Pacifica · now
+10.96%
3d avg:+9.72%
SHORT BloFin · now
+24.11%
3d avg:+21.27%
Entry Spread Now
−0.031%
Against youL ask 1.6265 · S bid 1.6260−$3.07 at entry
24h range −0.12%…+0.05% · median −0.03%
Long pays every1hShort pays every8h
LONGmaker0.015%/taker0.040%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$34.93
−0.35%
$Avg Daily PnL
+$3.21
+0.0321%
★Best Day
+$4.20
Aug 15
◎Open Interest
Pacifica$329.0K
BloFin$3.66M⚡Funding APR
+11.73%
annualized · funding only
⚠Execution Cost
−$47.79
entry + exit fees
⏱Payback
14.9d
to break even
◧24h Volume
Pacifica$145.8KBloFin$219.3KLoading 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 (−$47.79 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.