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updated 4:58:35 PMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−0.79%
3d Period Avg−0.35%
swing±2.07%
LONG BloFin · now
+11.74%
3d avg:+11.23%
SHORT Binance Futures · now
+10.96%
3d avg:+10.88%
Entry Spread Now
−0.025%
Eaten by executionL 0.2113 · S 0.2112−$2.46 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
−$22.28
−0.22%
$Avg Daily PnL
−$0.09
−0.0009%
★Best Day
+$0.20
Sep 12
◎Open Interest
BloFin$154.8K
Binance Futures$2.07M⚡Funding APR
−0.34%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
BloFin$32.5KBinance Futures$2.20MLoading 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.