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updated 6:40:02 PMFunding 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
+23.07%
1d Period Avg+19.76%
LONG Extended · now
+0.88%
1d avg:+2.34%
SHORT BloFin · now
+23.94%
1d avg:+22.10%
Entry Spread Now
+0.080%
In your favorL ask 1.0007 · S bid 1.0015+$7.99 at entry
24h range +0.06%…+0.16% · median +0.10%
Long pays every1hShort pays every8h
LONGmaker0%/taker0.025%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$14.25
−0.14%
$Avg Daily PnL
+$2.38
+0.0238%
★Best Day
+$4.65
Aug 17
◎Open Interest
Extended$2.38M
BloFin$19.98M⚡Funding APR
+8.67%
annualized · funding only
⚠Execution Cost
−$19.00
entry + exit fees
⏱Payback
8.0d
to break even
◧24h Volume
Extended$3.73MBloFin$13.46MLoading 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 (−$19.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.