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updated 7:15:44 AMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.8d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+36.42%
1d Period Avg+35.74%
swing±2.24%
LONG Reya · nowUNIRUSDPERP
−12.32%
1d avg:−11.63%
SHORT BloFin · now
+24.11%
1d avg:+24.11%
Entry Spread Now
+0.074%
Eaten by executionL 6.3453 · S 6.3500+$7.43 if it converges
24h range −0.62%…+0.81% · median +0.06%
Long pays every1hShort pays every8h
LONGmaker0.010%/taker0.030%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$18.49
−0.18%
$Avg Daily PnL
+$4.96
+0.0496%
★Best Day
+$6.58
Sep 1
◎Open Interest
Reya$8.1K
BloFin$8.57M⚡Funding APR
+18.12%
annualized · funding only
⚠Execution Cost
−$28.42
entry + exit fees
⏱Payback
5.7d
to break even
◧24h Volume
Reya$19.3KBloFin$6.22MLoading 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 (−$28.42 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.