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updated —RIVER Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~26d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+3.42%
3d Period Avg−1.94%
swing±17.11%
LONG BloFin · now
+7.54%
3d avg:+20.55%
SHORT LBank · now
+10.96%
3d avg:+18.61%
Entry Spread Now
−0.056%
Eaten by executionL 0.7115 · S 0.7111−$5.62 if it converges
24h range −0.59%…+1.05% · median −0.05%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$25.60
−0.26%
$Avg Daily PnL
−$0.53
−0.0053%
★Best Day
+$0.89
Nov 11
◎Open Interest
BloFin$189.7K
LBank—⚡Funding APR
−1.94%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
BloFin$25.0KLBank$2.32MLoading 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.