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updated 4:59:57 PMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−17.81%
3d Period Avg−19.24%
swing±15.82%
LONG BloFin · now
+29.21%
3d avg:+22.58%
SHORT Extended · now
+11.40%
3d avg:+3.34%
Entry Spread Now
−0.039%
Eaten by executionL 4,317.4 · S 4,315.71−$3.91 if it converges
24h range −0.16%…+0.06% · median −0.04%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0%/taker0.025%
Loading Funding History…
↗Total PnL
−$31.55
−0.32%
$Avg Daily PnL
−$3.64
−0.0364%
★Best Day
−$0.69
Sep 11
◎Open Interest
BloFin$2.39M
Extended$155.5K⚡Funding APR
−13.28%
annualized · funding only
⚠Execution Cost
−$17.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
BloFin$788.4KExtended$1.31MLoading 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 (−$17.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.