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updated 2:14:33 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+38.29%
30d Period Avg+21.59%
LONG Reya · nowPOPCATRUSDPERP
−24.83%
30d avg:−15.13%
SHORT BloFin · now
+13.46%
30d avg:+6.46%
Entry Spread Now
+0.011%
NeutralL 0.04169 · S 0.04169
24h range −0.13%…+0.24% · median +0.07%
Long pays every1hShort pays every4h
LONGmaker0.010%/taker0.030%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$159.33
+1.59%
$Avg Daily PnL
+$5.72
+0.0572%
★Best Day
+$9.85
Aug 16
◎Open Interest
Reya$1.3K
BloFin$141.1K⚡Funding APR
+20.88%
annualized · funding only
⚠Execution Cost
−$18.00
entry + exit fees
⏱Payback
3.1d
to break even
◧24h Volume
Reya$0BloFin$17.4KLoading 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.