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updated 11:16:57 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.2d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+73.78%
1d Period Avg+67.03%
LONG BloFin · now
−47.49%
1d avg:−44.41%
SHORT Bullet · nowGOLD-USD
+26.29%
1d avg:+22.62%
Entry Spread Now
−0.074%
Against youL ask 4,389.97 · S bid 4,386.7−$7.45 at entry
24h range −0.09%…−0.05% · median −0.07%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$6.90
−0.07%
$Avg Daily PnL
+$9.18
+0.0918%
★Best Day
+$9.52
Aug 15
◎Open Interest
BloFin$14.08M
Bullet$85.8K⚡Funding APR
+33.49%
annualized · funding only
⚠Execution Cost
−$25.25
entry + exit fees
⏱Payback
2.8d
to break even
◧24h Volume
BloFin$2.53MBullet$23.3KLoading 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 (−$25.25 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.