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updated 2:43:01 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+117.02%
30d Period Avg+12.77%
LONG BloFin · now
+14.77%
30d avg:+30.15%
SHORT BingX · now
+131.80%
30d avg:+42.92%
Entry Spread Now
−0.070%
Eaten by executionL 0.002858 · S 0.002856−$7.00 if it converges
24h range −0.47%…+0.59% · median +0.03%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$82.89
+0.83%
$Avg Daily PnL
+$3.38
+0.0338%
★Best Day
+$13.73
Aug 7
◎Open Interest
BloFin$187.4K
BingX$1.10M⚡Funding APR
+12.35%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
6.5d
to break even
◧24h Volume
BloFin$21.1KBingX$1.29MLoading 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.