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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+75.94%
3d Period Avg+42.49%
swing±16.66%
LONG TxFlow · now
−38.69%
3d avg:−5.23%
SHORT BloFin · now
+37.26%
3d avg:+37.26%
Entry Spread Now
+0.072%
Eaten by executionL 0.6972 · S 0.6977+$7.17 if it converges
24h range −0.50%…+0.48% · median +0.01%
Long pays every1hShort pays every4h
LONGmaker0.015%/taker0.045%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$11.27
+0.11%
$Avg Daily PnL
+$8.07
+0.0807%
★Best Day
+$10.86
Sep 23
◎Open Interest
TxFlow$62.8K
BloFin$734.3K⚡Funding APR
+29.45%
annualized · funding only
⚠Execution Cost
−$21.00
entry + exit fees
⏱Payback
2.6d
to break even
◧24h Volume
TxFlow$331.3KBloFin$848.8KLoading 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 (−$21.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.