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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 ~1.1d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+85.47%
30d Period Avg+61.17%
swing±24.81%
LONG TxFlow · now
−63.15%
30d avg:−32.43%
SHORT BloFin · now
+22.32%
30d avg:+28.74%
Entry Spread Now
+0.011%
NeutralL 0.08981 · S 0.08982
24h range −0.91%…+6.04% · median +0.00%
Long pays every1hShort pays every4h
LONGmaker0.015%/taker0.045%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$480.11
+4.80%
$Avg Daily PnL
+$16.84
+0.1684%
★Best Day
+$24.58
Sep 14
◎Open Interest
⚡Funding APR
+61.45%
annualized · funding only
⚠Execution Cost
−$24.98
entry + exit fees
⏱Payback
1.5d
to break even
◧24h Volume
Loading 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 (−$24.98 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.