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updated 10:31:23 AMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.1d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+72.69%
3d Period Avg+64.64%
swing±16.86%
LONG TxFlow · now
−39.35%
3d avg:−43.11%
SHORT BloFin · now
+33.35%
3d avg:+21.53%
Entry Spread Now
+0.077%
In your favorL ask 0.003875 · S bid 0.003878+$7.74 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
+$11.62
+0.12%
$Avg Daily PnL
+$13.27
+0.1327%
★Best Day
+$19.06
Sep 16
◎Open Interest
TxFlow$373.7K
BloFin$3.47M⚡Funding APR
+48.45%
annualized · funding only
⚠Execution Cost
−$41.47
entry + exit fees
⏱Payback
3.1d
to break even
◧24h Volume
TxFlow$754.8KBloFin$2.18MLoading 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 (−$41.47 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.