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updated 9:05:37 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.7d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+43.79%
3d Period Avg+43.37%
LONG Reya · nowSUIRUSDPERP
−17.94%
3d avg:−17.08%
SHORT BloFin · now
+25.85%
3d avg:+26.29%
Entry Spread Now
+0.059%
Eaten by executionL 0.6760 · S 0.6764+$5.90 if it converges
24h range +0.04%…+0.14% · median +0.08%
Long pays every1hShort pays every8h
LONGmaker0.010%/taker0.030%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$15.76
+0.16%
$Avg Daily PnL
+$8.91
+0.0891%
★Best Day
+$12.72
Aug 16
◎Open Interest
Reya$7.3K
BloFin$4.04M⚡Funding APR
+32.50%
annualized · funding only
⚠Execution Cost
−$19.86
entry + exit fees
⏱Payback
2.2d
to break even
◧24h Volume
Reya$6.2KBloFin$1.45MLoading 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 (−$19.86 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.