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updated 6:39:42 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.9d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+40.63%
1d Period Avg+45.48%
LONG Reya · nowSUIRUSDPERP
−18.43%
1d avg:−19.00%
SHORT BloFin · now
+22.21%
1d avg:+26.48%
Entry Spread Now
+0.093%
Eaten by executionL 0.6769 · S 0.6775+$9.27 if it converges
24h range +0.04%…+0.14% · median +0.09%
Long pays every1hShort pays every8h
LONGmaker0.010%/taker0.030%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$8.45
−0.08%
$Avg Daily PnL
+$6.20
+0.0620%
★Best Day
+$11.44
Aug 17
◎Open Interest
Reya$7.3K
BloFin$4.05M⚡Funding APR
+22.62%
annualized · funding only
⚠Execution Cost
−$20.85
entry + exit fees
⏱Payback
3.4d
to break even
◧24h Volume
Reya$10.5KBloFin$1.39MLoading 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 (−$20.85 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.