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updated 4:52:35 PMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~28d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+2.92%
3d Period Avg+0.16%
swing±2.24%
LONG Binance Futures · now
+10.96%
3d avg:+10.96%
SHORT BloFin · now
+13.88%
3d avg:+11.12%
Entry Spread Now
−0.142%
Against youL 0.2114 · S 0.2111−$14.19 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
−$21.72
−0.22%
$Avg Daily PnL
+$0.09
+0.0009%
★Best Day
+$0.34
Sep 13
◎Open Interest
⚡Funding APR
+0.34%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
7.8mo
to break even
◧24h Volume
Loading 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.