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updated 8:34:40 AMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+31.60%
3d Period Avg+28.95%
swing±8.39%
LONG Bitunix · nowNATGASUSDT
−5.30%
3d avg:+4.56%
SHORT BloFin · nowNATGAS-USDT
+26.30%
3d avg:+33.51%
Entry Spread Now
+0.000%
NeutralL 2.9520 · S 2.9520
24h range −0.45%…+0.20% · median −0.03%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$0.22
+0.00%
$Avg Daily PnL
+$5.94
+0.0594%
★Best Day
+$8.51
Aug 31
◎Open Interest
Bitunix—
BloFin$0⚡Funding APR
+21.70%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
4.0d
to break even
◧24h Volume
Bitunix$2.06MBloFin$417.6KLoading 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 (−$24.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.