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updated 2:26:14 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~21d
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+168.76%
3d Period Avg+366.76%
LONG N1 · now
−167.43%
3d avg:−363.83%
SHORT BloFin · now
+1.33%
3d avg:+2.93%
Entry Spread Now
+1.204%
Eaten by executionL 0.02160 · S 0.02186+$120.37 if it converges
24h range −0.35%…+2.79% · median +1.73%
Long pays every1hShort pays every4h
LONGmaker0.010%/taker0.050%SHORTmaker0.020%/taker0.060%
Sparse settlements: long 49%, short 100% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
−$889.30
−8.89%
$Avg Daily PnL
+$22.33
+0.2233%
★Best Day
+$40.57
Aug 15
◎Open Interest
N1$5.5K
BloFin$221.7K⚡Funding APR
+81.51%
annualized · funding only
⚠Execution Cost
−$978.62
entry + exit fees
⏱Payback
1.5mo
to break even
◧24h Volume
N1$1.0KBloFin$6.5KLoading 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 (−$978.62 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.