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updated 2:16:35 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+36.04%
30d Period Avg+44.26%
LONG Reya · nowONDORUSDPERP
−14.79%
30d avg:−6.41%
SHORT BloFin · now
+21.25%
30d avg:+37.85%
Entry Spread Now
+0.305%
In your favorL 0.3334 · S 0.3344+$30.48 if it converges
24h range −0.23%…+0.65% · median +0.09%
Long pays every1hShort pays every4h
LONGmaker0.010%/taker0.030%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$345.52
+3.46%
$Avg Daily PnL
+$11.73
+0.1173%
★Best Day
+$19.78
Aug 8
◎Open Interest
Reya$1.8K
BloFin$2.19M⚡Funding APR
+42.80%
annualized · funding only
⚠Execution Cost
−$18.00
entry + exit fees
⏱Payback
1.5d
to break even
◧24h Volume
Reya$0BloFin$541.0KLoading 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 (−$18.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.