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updated 3:32:43 PMFunding Arbitrage Backtester
Size per leg$
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
+58.39%
1d Period Avg+66.28%
swing±19.43%
LONG TxFlow · now
−35.40%
1d avg:−30.23%
SHORT BloFin · now
+22.98%
1d avg:+36.05%
Entry Spread Now
−0.050%
Eaten by executionL 2.0200 · S 2.0190−$4.95 if it converges
24h range −0.21%…+0.57% · median +0.05%
Long pays every1hShort pays every4h
LONGmaker0.015%/taker0.045%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$14.38
−0.14%
$Avg Daily PnL
+$8.26
+0.0826%
★Best Day
+$10.84
Sep 14
◎Open Interest
TxFlow$16.4K
BloFin$3.93M⚡Funding APR
+30.15%
annualized · funding only
⚠Execution Cost
−$30.90
entry + exit fees
⏱Payback
3.7d
to break even
◧24h Volume
TxFlow$61.3KBloFin$282.3KLoading 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 (−$30.90 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.