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updated 6:39:30 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.0d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+107.25%
1d Period Avg+26.83%
LONG BloFin · nowNATGAS-USDT
+1.45%
1d avg:+5.49%
SHORT Extended · nowXNG-USD
+108.70%
1d avg:+32.32%
Entry Spread Now
−0.162%
Against youL 2.7350 · S 2.7306−$16.16 if it converges
24h range −0.27%…−0.04% · median −0.16%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0%/taker0.025%
Loading Funding History…
↗Total PnL
−$21.35
−0.21%
$Avg Daily PnL
+$3.55
+0.0355%
★Best Day
+$6.68
Aug 17
◎Open Interest
BloFin$0
Extended$153.1K⚡Funding APR
+12.94%
annualized · funding only
⚠Execution Cost
−$28.44
entry + exit fees
⏱Payback
8.0d
to break even
◧24h Volume
BloFin$67.0KExtended$469.2KLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + fees only (orderbook snapshot stale) on both legs (−$28.44 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.