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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 ~7.0d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+13.22%
3d Period Avg+24.12%
swing±10.71%
LONG BloFin · nowSPCX-USDT
+10.70%
3d avg:−6.98%
SHORT NADO · nowSPCX-PERP
+23.92%
3d avg:+17.14%
Entry Spread Now
+0.000%
NeutralL ask 149.1400 · S bid 149.1400
24h range −0.18%…+0.10% · median −0.05%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.010%/taker0.035%
Loading Funding History…
↗Total PnL
−$7.12
−0.07%
$Avg Daily PnL
+$4.55
+0.0455%
★Best Day
+$6.85
Sep 23
◎Open Interest
⚡Funding APR
+16.62%
annualized · funding only
⚠Execution Cost
−$25.33
entry + exit fees
⏱Payback
5.6d
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 + live L2 orderbook slippage on both legs (−$25.33 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.