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updated —Funding Arbitrage Backtester
Size per leg$
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
−6.27%
30d Period Avg+0.01%
swing±22.07%
LONG Binance Futures · now
+10.96%
30d avg:−14.25%
SHORT BloFin · now
+4.69%
30d avg:−14.24%
Entry Spread Now
−0.023%
Eaten by executionL 0.01724 · S 0.01724−$2.32 if it converges
24h range −0.10%…+0.17% · median +0.00%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$22.90
−0.23%
$Avg Daily PnL
−$0.03
−0.0003%
★Best Day
+$0.62
Sep 17
◎Open Interest
⚡Funding APR
−0.11%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
never
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 + 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.