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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 ~0.6d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+132.37%
3d Period Avg+28.96%
swing±47.83%
LONG Extended · now
−106.07%
3d avg:−30.73%
SHORT BloFin · nowCL-USDT
+26.30%
3d avg:−1.77%
Entry Spread Now
+0.111%
In your favorL ask 99.0500 · S bid 99.1600+$11.11 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
−$3.19
−0.03%
$Avg Daily PnL
+$5.83
+0.0583%
★Best Day
+$11.85
Oct 17
◎Open Interest
⚡Funding APR
+21.29%
annualized · funding only
⚠Execution Cost
−$20.69
entry + exit fees
⏱Payback
3.5d
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 + live L2 orderbook slippage on both legs (−$20.69 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.