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updated 4:53:15 PMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.3d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+57.23%
3d Period Avg+70.39%
swing±22.77%
LONG TxFlow · now
−37.20%
3d avg:−51.12%
SHORT BloFin · now
+20.03%
3d avg:+19.27%
Entry Spread Now
+0.000%
NeutralL 2.0340 · S 2.0340
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
+$19.14
+0.19%
$Avg Daily PnL
+$13.72
+0.1372%
★Best Day
+$19.99
Sep 12
◎Open Interest
TxFlow$16.6K
BloFin$4.03M⚡Funding APR
+50.07%
annualized · funding only
⚠Execution Cost
−$35.73
entry + exit fees
⏱Payback
2.6d
to break even
◧24h Volume
TxFlow$62.9KBloFin$287.2KLoading 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 (−$35.73 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.