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updated 7:33:30 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.0d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+53.25%
30d Period Avg+19.83%
LONG BloFin · now
−1.50%
30d avg:+12.18%
SHORT Bullet · now
+51.76%
30d avg:+32.01%
Entry Spread Now
−0.049%
Against youL ask 344.7000 · S bid 344.5300−$4.93 at entry
24h range −0.08%…+0.04% · median −0.01%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
+$125.29
+1.25%
$Avg Daily PnL
+$4.98
+0.0498%
★Best Day
+$41.22
Jul 24
◎Open Interest
BloFin$731.3K
Bullet$5.8K⚡Funding APR
+18.19%
annualized · funding only
⚠Execution Cost
−$29.16
entry + exit fees
⏱Payback
5.8d
to break even
◧24h Volume
BloFin$76.3KBullet$27.6KLoading 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 (−$29.16 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.