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updated 2:42:37 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+40.13%
30d Period Avg+10.49%
LONG BloFin · now
−0.40%
30d avg:+1.13%
SHORT trade[XYZ] · nowxyz:RKLB
+39.74%
30d avg:+11.62%
Entry Spread Now
−0.170%
Against youL 81.2200 · S 81.0820−$16.99 if it converges
24h range −0.19%…+0.06% · median −0.09%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.030%/taker0.090%
Loading Funding History…
↗Total PnL
+$54.49
+0.54%
$Avg Daily PnL
+$2.73
+0.0273%
★Best Day
+$6.46
Aug 2
◎Open Interest
⚡Funding APR
+9.95%
annualized · funding only
⚠Execution Cost
−$30.00
entry + exit fees
⏱Payback
11.0d
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 (−$30.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.