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updated 8:50:58 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
+36.66%
3d Period Avg+27.36%
swing±9.25%
LONG Reya · nowUNIRUSDPERP
−12.56%
3d avg:−4.93%
SHORT BloFin · now
+24.11%
3d avg:+22.43%
Entry Spread Now
+0.055%
Eaten by executionL 6.1886 · S 6.1920+$5.54 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
−$6.40
−0.06%
$Avg Daily PnL
+$5.42
+0.0542%
★Best Day
+$9.35
Sep 1
◎Open Interest
Reya$7.9K
BloFin$8.52M⚡Funding APR
+19.77%
annualized · funding only
⚠Execution Cost
−$28.07
entry + exit fees
⏱Payback
5.2d
to break even
◧24h Volume
Reya$19.3KBloFin$5.82MLoading 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 (−$28.07 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.