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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−4.25%
3d Period Avg−0.48%
swing±3.14%
LONG BloFin · now
+15.21%
3d avg:+11.38%
SHORT Binance Futures · now
+10.96%
3d avg:+10.90%
Entry Spread Now
+0.484%
In your favorL 0.5668 · S 0.5695+$48.37 if it converges
24h range −0.52%…+0.55% · median +0.02%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$53.41
−0.53%
$Avg Daily PnL
−$0.13
−0.0013%
★Best Day
+$0.23
Sep 30
◎Open Interest
⚡Funding APR
−0.48%
annualized · funding only
⚠Execution Cost
−$53.01
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 (−$53.01 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.