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updated 10:32:32 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~21d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+8.01%
3d Period Avg+11.55%
LONG Pacifica · now
+10.96%
3d avg:+9.72%
SHORT BloFin · now
+18.97%
3d avg:+21.27%
Entry Spread Now
−0.062%
Against youL ask 1.6150 · S bid 1.6140−$6.19 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
−$33.66
−0.34%
$Avg Daily PnL
+$3.12
+0.0312%
★Best Day
+$4.20
Aug 15
◎Open Interest
Pacifica$329.8K
BloFin$3.63M⚡Funding APR
+11.40%
annualized · funding only
⚠Execution Cost
−$46.15
entry + exit fees
⏱Payback
14.8d
to break even
◧24h Volume
Pacifica$174.9KBloFin$223.9KLoading 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 (−$46.15 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.