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updated 8:33:01 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−21.45%
3d Period Avg−22.83%
LONG Ondo · nowSPY-USD.P
−2.02%
3d avg:+0.59%
SHORT BloFin · now
−23.47%
3d avg:−22.24%
Entry Spread Now
+0.250%
In your favorL 771.4735 · S 773.4000+$24.97 if it converges
24h range +0.18%…+0.74% · median +0.26%
Long pays every1hShort pays every8h
LONGmaker0.015%/taker0.035%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$44.12
−0.44%
$Avg Daily PnL
−$3.82
−0.0382%
★Best Day
+$0.18
Aug 14
◎Open Interest
Ondo$2.45M
BloFin$406.4K⚡Funding APR
−13.94%
annualized · funding only
⚠Execution Cost
−$28.85
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Ondo$487.4KBloFin$268.6KLoading 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 (−$28.85 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.