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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 ~1.7d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+42.08%
1d Period Avg+74.07%
swing±43.78%
LONG Extended · now
−15.78%
1d avg:−60.34%
SHORT BloFin · nowCL-USDT
+26.30%
1d avg:+13.73%
Entry Spread Now
+0.168%
In your favorL ask 99.2030 · S bid 99.3700+$16.83 at entry
24h range −0.26%…+1.05% · median +0.00%
Long pays every1hShort pays every4h
LONGmaker0%/taker0.025%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$6.97
−0.07%
$Avg Daily PnL
+$13.08
+0.1308%
★Best Day
+$11.89
Oct 17
◎Open Interest
Extended$2.22M
BloFin$16.96M⚡Funding APR
+47.74%
annualized · funding only
⚠Execution Cost
−$20.05
entry + exit fees
⏱Payback
1.5d
to break even
◧24h Volume
Extended$8.45MBloFin$809.8KLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (−$20.05 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.