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updated 8:01:27 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~61d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+4.45%
3d Period Avg−0.17%
LONG BloFin · now
−5.30%
3d avg:+1.40%
SHORT BitMart · now
−0.84%
3d avg:+1.23%
Entry Spread Now
+0.097%
Eaten by executionL 0.001158 · S 0.001159+$9.67 if it converges
24h range −0.18%…+0.79% · median +0.17%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$74.78
−0.75%
$Avg Daily PnL
−$0.05
−0.0005%
★Best Day
+$0.04
Aug 16
◎Open Interest
BloFin$108.2K
BitMart$31.33M⚡Funding APR
−0.17%
annualized · funding only
⚠Execution Cost
−$74.64
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
BloFin$20.8KBitMart$13.09MLoading 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 (−$74.64 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.