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updated 1:04:01 PMFunding Arbitrage Backtester
Size$
R-trip cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−5.47%
1d Period Avg−11.69%
LONG BitMart · now
+2.42%
1d avg:+11.62%
SHORT BloFin · now
−3.05%
1d avg:−0.07%
Entry Spread Now
−0.039%
Eaten by executionL 0.3279 · S 0.3278−$3.86 if it converges
24h range −0.14%…+0.05% · median −0.06%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$27.20
−0.27%
$Avg Daily PnL
−$1.60
−0.0160%
★Best Day
−$0.28
Jul 21
◎Open Interest
⚡Funding APR
−5.84%
annualized · funding only
⚠Execution Cost
−$24.00
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 (−$24.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.