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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+54.79%
3d Period Avg+40.48%
swing±38.38%
LONG TxFlow · now
−42.37%
3d avg:−31.07%
SHORT BloFin · now
+12.42%
3d avg:+9.41%
Entry Spread Now
+0.185%
In your favorL 0.03793 · S 0.03800+$18.46 if it converges
24h range −4.35%…+1.27% · median +0.07%
Long pays every1hShort pays every4h
LONGmaker0.015%/taker0.045%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$21.79
+0.22%
$Avg Daily PnL
+$14.26
+0.1426%
★Best Day
+$17.96
Sep 30
◎Open Interest
TxFlow$8.8K
BloFin$601.5K⚡Funding APR
+52.06%
annualized · funding only
⚠Execution Cost
−$21.00
entry + exit fees
⏱Payback
1.5d
to break even
◧24h Volume
TxFlow$299.7KBloFin$867.8KLoading 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 (−$21.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.