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updated 3:33:46 PMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~30d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+2.64%
1d Period Avg−0.55%
swing±2.00%
LONG Binance Futures · now
+10.96%
1d avg:+10.96%
SHORT BloFin · now
+13.60%
1d avg:+10.41%
Entry Spread Now
−0.064%
Eaten by executionL 0.2091 · S 0.2090−$6.43 if it converges
24h range −0.23%…+0.38% · median −0.05%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$22.15
−0.22%
$Avg Daily PnL
−$0.08
−0.0008%
★Best Day
+$0.02
Sep 14
◎Open Interest
Binance Futures$2.06M
BloFin$150.3K⚡Funding APR
−0.27%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Binance Futures$2.12MBloFin$31.6KLoading 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.