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updated 8:02:33 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~49d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+7.23%
3d Period Avg+18.88%
LONG BloFin · now
+3.73%
3d avg:−7.92%
SHORT ApeX · now
+10.96%
3d avg:+10.96%
Entry Spread Now
+0.125%
Eaten by executionL 0.03985 · S 0.03990+$12.55 if it converges
24h range −0.43%…+0.61% · median +0.15%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$82.15
−0.82%
$Avg Daily PnL
+$3.63
+0.0363%
★Best Day
+$5.78
Aug 15
◎Open Interest
BloFin$390.5K
ApeX$82.8K⚡Funding APR
+13.24%
annualized · funding only
⚠Execution Cost
−$96.66
entry + exit fees
⏱Payback
26.7d
to break even
◧24h Volume
BloFin$48.0KApeX$421.8KLoading 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 (−$96.66 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.