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updated 9:11:13 AMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.7d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+82.53%
1d Period Avg+70.44%
swing±12.73%
LONG TxFlow · now
−56.34%
1d avg:−50.24%
SHORT BloFin · now
+26.19%
1d avg:+20.20%
Entry Spread Now
+0.026%
In your favorL ask 0.003886 · S bid 0.003887+$2.57 at entry
24h range −0.46%…+1.27% · median +0.08%
Long pays every1hShort pays every4h
LONGmaker0.015%/taker0.045%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$19.95
−0.20%
$Avg Daily PnL
+$9.25
+0.0925%
★Best Day
+$9.96
Sep 16
◎Open Interest
TxFlow$371.1K
BloFin$3.56M⚡Funding APR
+33.76%
annualized · funding only
⚠Execution Cost
−$38.45
entry + exit fees
⏱Payback
4.2d
to break even
◧24h Volume
TxFlow$718.0KBloFin$2.20MLoading 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 (−$38.45 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.