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updated 12:57:21 PMFunding Arbitrage Backtester
Size$
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
−1.58%
3d Period Avg+0.45%
LONG BloFin · now
+12.54%
3d avg:+10.13%
SHORT Binance Futures · now
+10.96%
3d avg:+10.58%
Entry Spread Now
+0.043%
Eaten by executionL 0.1432 · S 0.1433+$4.34 if it converges
24h range −0.33%…+0.42% · median +0.04%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$21.63
−0.22%
$Avg Daily PnL
+$0.09
+0.0009%
★Best Day
+$0.56
Aug 16
◎Open Interest
BloFin$178.7K
Binance Futures$2.28M⚡Funding APR
+0.34%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
8.0mo
to break even
◧24h Volume
BloFin$6.5KBinance Futures$1.08MLoading 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.