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updated 12:38:43 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.4d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+26.30%
3d Period Avg−4.95%
LONG TxFlow · now
+10.96%
3d avg:+9.91%
SHORT BloFin · now
+37.26%
3d avg:+4.96%
Entry Spread Now
+0.073%
In your favorL ask 4,354.6 · S bid 4,357.8+$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
−$28.85
−0.29%
$Avg Daily PnL
−$1.03
−0.0103%
★Best Day
+$5.20
Aug 16
◎Open Interest
TxFlow$1.23M
BloFin$2.21M⚡Funding APR
−3.77%
annualized · funding only
⚠Execution Cost
−$24.71
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
TxFlow$872.3KBloFin$711.9KLoading 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 (−$24.71 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.