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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 ~12d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+11.35%
3d Period Avg+17.57%
swing±11.54%
LONG BloFin · now
−7.32%
3d avg:−13.07%
SHORT Aftermath · now
+4.02%
3d avg:+4.50%
Entry Spread Now
−0.058%
Against youL ask 1,770.21 · S bid 1,769.19−$5.75 at entry
24h range −0.21%…+0.05% · median −0.01%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker-0.005%/taker0.045%
Loading Funding History…
↗Total PnL
−$22.18
−0.22%
$Avg Daily PnL
+$4.64
+0.0464%
★Best Day
+$6.70
Sep 27
◎Open Interest
BloFin$3.77M
Aftermath$198⚡Funding APR
+16.95%
annualized · funding only
⚠Execution Cost
−$36.11
entry + exit fees
⏱Payback
7.8d
to break even
◧24h Volume
BloFin$1.61MAftermath$104.9KLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (−$36.11 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.