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updated 11:15:57 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.0d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+26.30%
1d Period Avg+22.62%
LONG TxFlow · now
+10.96%
1d avg:+10.69%
SHORT BloFin · now
+37.26%
1d avg:+33.31%
Entry Spread Now
+0.073%
In your favorL ask 4,355.2 · S bid 4,358.4+$7.35 at entry
24h range +0.00%…+0.13% · median +0.08%
Long pays every1hShort pays every4h
LONGmaker0.015%/taker0.045%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$15.29
−0.15%
$Avg Daily PnL
+$3.20
+0.0320%
★Best Day
+$3.62
Aug 16
◎Open Interest
TxFlow$1.24M
BloFin$2.21M⚡Funding APR
+11.68%
annualized · funding only
⚠Execution Cost
−$21.69
entry + exit fees
⏱Payback
6.8d
to break even
◧24h Volume
TxFlow$841.3KBloFin$677.2KLoading 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 (−$21.69 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.