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updated 9:02:05 AMFunding Arbitrage Backtester
Size$
R-trip cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+43.72%
3d Period Avg+37.18%
LONG Bitunix · now
−10.96%
3d avg:−7.84%
SHORT BloFin · now
+32.76%
3d avg:+29.34%
Entry Spread Now
−0.074%
Eaten by executionL 4.0550 · S 4.0520−$7.40 if it converges
24h range −0.33%…+0.29% · median −0.05%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$0.93
+0.01%
$Avg Daily PnL
+$7.64
+0.0764%
★Best Day
+$11.09
Aug 2
◎Open Interest
⚡Funding APR
+27.87%
annualized · funding only
⚠Execution Cost
−$29.61
entry + exit fees
⏱Payback
3.9d
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 (−$29.61 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.