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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 ~2.0d
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+51.98%
1d Period Avg+88.28%
swing±19.54%
LONG Aftermath · now
−28.80%
1d avg:−48.13%
SHORT BloFin · now
+23.17%
1d avg:+40.15%
Entry Spread Now
−0.025%
Eaten by executionL 4,263.47 · S 4,262.4−$2.51 if it converges
24h range −0.19%…+0.09% · median +0.02%
Long pays every1hShort pays every4h
LONGmaker-0.005%/taker0.045%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$7.70
−0.08%
$Avg Daily PnL
+$21.48
+0.2148%
★Best Day
+$21.48
Sep 27
◎Open Interest
Aftermath$89.1K
BloFin$2.24M⚡Funding APR
+78.40%
annualized · funding only
⚠Execution Cost
−$29.18
entry + exit fees
⏱Payback
1.4d
to break even
◧24h Volume
Aftermath$3.2KBloFin$184.3KLoading 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 (−$29.18 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.