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updated 5:03:49 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.4d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+27.01%
30d Period Avg+24.71%
LONG BloFin · now
−20.09%
30d avg:−18.25%
SHORT trade[XYZ] · nowxyz:NVDA
+6.92%
30d avg:+6.46%
Entry Spread Now
−0.119%
Against youL ask 226.1800 · S bid 225.9100−$11.94 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
+$169.97
+1.70%
$Avg Daily PnL
+$6.54
+0.0654%
★Best Day
+$10.45
Aug 5
◎Open Interest
⚡Funding APR
+23.88%
annualized · funding only
⚠Execution Cost
−$32.85
entry + exit fees
⏱Payback
5.0d
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 (−$32.85 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.