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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 ~31d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+2.57%
30d Period Avg+0.12%
swing±29.87%
LONG Binance Futures · now
+10.96%
30d avg:−4.45%
SHORT BloFin · now
+13.53%
30d avg:−4.33%
Entry Spread Now
−0.069%
Eaten by executionL 0.04369 · S 0.04366−$6.87 if it converges
24h range −0.19%…+0.14% · median +0.02%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$21.98
−0.22%
$Avg Daily PnL
+$0.00
+0.0000%
★Best Day
+$0.93
Sep 13
◎Open Interest
⚡Funding APR
+0.00%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
1032.9mo
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 + fees only (orderbook snapshot stale) on both legs (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.