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updated 1:17:53 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+169.15%
30d Period Avg+26.28%
LONG N1 · now
−167.43%
30d avg:−27.54%
SHORT BloFin · now
+1.72%
30d avg:−1.26%
Entry Spread Now
+0.829%
In your favorL 0.02170 · S 0.02188+$82.95 if it converges
24h range −0.35%…+2.79% · median +1.77%
Long pays every1hShort pays every4h
LONGmaker0.010%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$94.49
−0.94%
$Avg Daily PnL
−$2.34
−0.0234%
★Best Day
+$40.57
Aug 15
◎Open Interest
N1$5.5K
BloFin$219.6K⚡Funding APR
−8.53%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
N1$1.0KBloFin$6.4KLoading 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.