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updated 6:21:50 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.8d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+48.39%
3d Period Avg+22.11%
LONG CoinW · now
−17.49%
3d avg:−0.11%
SHORT BloFin · now
+30.90%
3d avg:+22.00%
Entry Spread Now
−0.042%
Eaten by executionL 0.3327 · S 0.3325−$4.21 if it converges
24h range −0.07%…+0.01% · median −0.03%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$7.19
−0.07%
$Avg Daily PnL
+$4.30
+0.0430%
★Best Day
+$6.15
Aug 15
◎Open Interest
CoinW—
BloFin$3.77M⚡Funding APR
+15.68%
annualized · funding only
⚠Execution Cost
−$24.37
entry + exit fees
⏱Payback
5.7d
to break even
◧24h Volume
CoinW—BloFin$2.44MLoading 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 (−$24.37 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.