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updated 2:33:20 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+23.21%
3d Period Avg+22.11%
LONG Bitunix · now
−0.30%
3d avg:−0.30%
SHORT BloFin · now
+22.91%
3d avg:+21.81%
Entry Spread Now
−0.066%
Eaten by executionL 150.9900 · S 150.8900−$6.62 if it converges
24h range −0.17%…+0.01% · median −0.07%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$5.84
−0.06%
$Avg Daily PnL
+$4.54
+0.0454%
★Best Day
+$6.29
Aug 15
◎Open Interest
Bitunix—
BloFin$52.1K⚡Funding APR
+16.57%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
5.3d
to break even
◧24h Volume
Bitunix$89.1KBloFin$8.8KLoading 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 (−$24.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.