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updated 6:19:17 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.3d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+36.44%
3d Period Avg+27.80%
LONG BloFin · now
−21.99%
3d avg:−22.47%
SHORT trade[XYZ] · nowxyz:NVDA
+14.45%
3d avg:+5.33%
Entry Spread Now
−0.115%
Against youL ask 226.2200 · S bid 225.9600−$11.49 at entry
24h range −0.18%…−0.04% · median −0.10%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.030%/taker0.090%
Loading Funding History…
↗Total PnL
−$9.98
−0.10%
$Avg Daily PnL
+$5.71
+0.0571%
★Best Day
+$7.64
Aug 16
◎Open Interest
⚡Funding APR
+20.85%
annualized · funding only
⚠Execution Cost
−$32.83
entry + exit fees
⏱Payback
5.8d
to break even
◧24h Volume
Loading 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 (−$32.83 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.