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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 ~3.9d
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+31.34%
3d Period Avg+70.16%
swing±24.76%
LONG Aftermath · now
−20.95%
3d avg:−33.96%
SHORT BloFin · now
+10.39%
3d avg:+36.20%
Entry Spread Now
−0.134%
Eaten by executionL 4,234.07 · S 4,228.4−$13.40 if it converges
24h range −0.29%…+0.09% · median +0.01%
Long pays every1hShort pays every4h
LONGmaker-0.005%/taker0.045%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$21.67
+0.22%
$Avg Daily PnL
+$18.47
+0.1847%
★Best Day
+$21.48
Sep 27
◎Open Interest
Aftermath$88.4K
BloFin$2.27M⚡Funding APR
+67.42%
annualized · funding only
⚠Execution Cost
−$33.74
entry + exit fees
⏱Payback
1.8d
to break even
◧24h Volume
Aftermath$137BloFin$353.5KLoading 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 (−$33.74 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.