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updated 8:00:45 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.1d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+55.11%
3d Period Avg+13.64%
LONG BloFin · nowNATGAS-USDT
+5.37%
3d avg:+1.53%
SHORT Extended · nowXNG-USD
+60.49%
3d avg:+15.17%
Entry Spread Now
−0.125%
Eaten by executionL 2.7400 · S 2.7366−$12.46 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
−$20.42
−0.20%
$Avg Daily PnL
+$2.92
+0.0292%
★Best Day
+$7.89
Aug 17
◎Open Interest
BloFin$0
Extended$159.1K⚡Funding APR
+10.67%
annualized · funding only
⚠Execution Cost
−$32.11
entry + exit fees
⏱Payback
11.0d
to break even
◧24h Volume
BloFin$66.9KExtended$463.1KLoading 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 (−$32.11 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.