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updated 11:57:45 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~14d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+27.25%
3d Period Avg+12.17%
LONG Ethereal · now
+10.01%
3d avg:+23.31%
SHORT BloFin · now
+37.26%
3d avg:+35.48%
Entry Spread Now
−0.071%
Against youL ask 196.6200 · S bid 196.4800−$7.12 at entry
24h range −0.31%…+0.38% · median +0.05%
Long pays every1hShort pays every4h
LONGmaker0%/taker0.030%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$94.40
−0.94%
$Avg Daily PnL
+$2.17
+0.0217%
★Best Day
+$3.43
Aug 15
◎Open Interest
BloFin$2.98M⚡Funding APR
+7.91%
annualized · funding only
⚠Execution Cost
−$103.07
entry + exit fees
⏱Payback
1.6mo
to break even
◧24h Volume
BloFin$2.47MLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (−$103.07 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.