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updated 8:33:07 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~5.5d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+12.61%
3d Period Avg+15.56%
LONG Extended · now
+11.40%
3d avg:+2.34%
SHORT BloFin · now
+24.00%
3d avg:+17.90%
Entry Spread Now
+0.060%
In your favorL ask 1.0002 · S bid 1.0008+$6.00 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
−$7.80
−0.08%
$Avg Daily PnL
+$2.80
+0.0280%
★Best Day
+$4.44
Aug 17
◎Open Interest
Extended$2.37M
BloFin$19.95M⚡Funding APR
+10.22%
annualized · funding only
⚠Execution Cost
−$19.00
entry + exit fees
⏱Payback
6.8d
to break even
◧24h Volume
Extended$3.70MBloFin$13.94MLoading 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.