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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 ~146d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.55%
30d Period Avg+0.00%
swing±3.64%
LONG BloFin · now
+10.40%
30d avg:−3.00%
SHORT Binance Futures · now
+10.96%
30d avg:−3.00%
Entry Spread Now
−0.011%
NeutralL 0.009461 · S 0.009460
24h range −0.27%…+0.15% · median −0.01%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$22.05
−0.22%
$Avg Daily PnL
+$0.00
+0.0000%
★Best Day
+$0.50
Sep 3
◎Open Interest
⚡Funding APR
−0.01%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
never
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 + fees only (orderbook snapshot stale) on both legs (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.