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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+1288.21%
3d Period Avg+102.72%
swing±236.91%
LONG N1 · now
−1268.44%
3d avg:−76.70%
SHORT BloFin · now
+19.77%
3d avg:+26.02%
Entry Spread Now
+4.488%
In your favorL 0.03810 · S 0.03981+$448.82 if it converges
24h range −2.73%…+5.46% · median +0.81%
Long pays every1hShort pays every4h
LONGmaker0.010%/taker0.050%SHORTmaker0.020%/taker0.060%
Sparse settlements: long 46%, short 100% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
+$16.34
+0.16%
$Avg Daily PnL
+$12.78
+0.1278%
★Best Day
+$17.99
Sep 30
◎Open Interest
N1$26.3K
BloFin$245.3K⚡Funding APR
+46.65%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
1.7d
to break even
◧24h Volume
N1$1.3KBloFin$67.6KLoading 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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.