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updated 12:39:54 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.5d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+59.84%
3d Period Avg+63.18%
LONG BloFin · now
−41.26%
3d avg:−31.75%
SHORT Bullet · nowGOLD-USD
+18.58%
3d avg:+31.43%
Entry Spread Now
−0.078%
Against youL ask 4,388.51 · S bid 4,385.1−$7.77 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
+$26.86
+0.27%
$Avg Daily PnL
+$13.01
+0.1301%
★Best Day
+$19.68
Aug 15
◎Open Interest
BloFin$14.10M
Bullet$85.5K⚡Funding APR
+47.50%
annualized · funding only
⚠Execution Cost
−$25.19
entry + exit fees
⏱Payback
1.9d
to break even
◧24h Volume
BloFin$2.53MBullet$23.5KLoading 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 (−$25.19 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.