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updated 10:11:11 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.3d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+57.47%
3d Period Avg+55.48%
LONG BloFin · now
−46.51%
3d avg:−44.52%
SHORT TxFlow · now
+10.96%
3d avg:+10.96%
Entry Spread Now
−0.146%
Against youL ask 4,423.53 · S bid 4,417.07−$14.60 at entry
24h range −0.23%…−0.10% · median −0.16%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.015%/taker0.045%
Loading Funding History…
↗Total PnL
+$24.44
+0.24%
$Avg Daily PnL
+$11.38
+0.1138%
★Best Day
+$15.47
Aug 15
◎Open Interest
BloFin$15.35M
TxFlow$3.63M⚡Funding APR
+41.53%
annualized · funding only
⚠Execution Cost
−$21.07
entry + exit fees
⏱Payback
1.9d
to break even
◧24h Volume
BloFin$9.38MTxFlow$5.09MLoading 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 (−$21.07 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.