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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
+75.02%
30d Period Avg+51.03%
swing±25.32%
LONG TxFlow · now
−37.76%
30d avg:−20.31%
SHORT BloFin · now
+37.26%
30d avg:+30.72%
Entry Spread Now
−0.014%
NeutralL 0.6956 · S 0.6955
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
+$398.30
+3.98%
$Avg Daily PnL
+$13.98
+0.1398%
★Best Day
+$27.41
Sep 13
◎Open Interest
TxFlow$62.5K
BloFin$735.8K⚡Funding APR
+51.02%
annualized · funding only
⚠Execution Cost
−$21.00
entry + exit fees
⏱Payback
1.5d
to break even
◧24h Volume
TxFlow$337.5KBloFin$858.8KLoading 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.