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updated 3:36:20 PMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~154d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.52%
1d Period Avg+0.55%
swing±2.00%
LONG BloFin · now
+10.43%
1d avg:+10.41%
SHORT Binance Futures · now
+10.96%
1d avg:+10.96%
Entry Spread Now
+0.087%
Eaten by executionL 0.2095 · S 0.2097+$8.65 if it converges
24h range −0.38%…+0.23% · median +0.05%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$21.85
−0.22%
$Avg Daily PnL
+$0.08
+0.0008%
★Best Day
+$0.17
Sep 13
◎Open Interest
BloFin$150.9K
Binance Futures$2.07M⚡Funding APR
+0.27%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
9.8mo
to break even
◧24h Volume
BloFin$31.7KBinance Futures$2.13MLoading 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.