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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 ~28d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+2.92%
30d Period Avg−0.08%
swing±2.03%
LONG BloFin · now
+8.04%
30d avg:+8.59%
SHORT Binance Futures · now
+10.96%
30d avg:+8.51%
Entry Spread Now
+0.081%
Eaten by executionL 2,465 · S 2,467+$8.11 if it converges
24h range −0.16%…+0.29% · median +0.00%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$22.63
−0.23%
$Avg Daily PnL
−$0.02
−0.0002%
★Best Day
+$0.55
Sep 2
◎Open Interest
⚡Funding APR
−0.08%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
never
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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.