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updated 6:15:44 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+78.98%
3d Period Avg+94.21%
LONG Reya · nowZRORUSDPERP
−73.06%
3d avg:−78.02%
SHORT BloFin · now
+5.92%
3d avg:+16.19%
Entry Spread Now
−0.304%
Against youL 0.7753 · S 0.7729−$30.40 if it converges
24h range −0.41%…+0.26% · median −0.18%
Long pays every1hShort pays every4h
LONGmaker0.010%/taker0.030%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$59.32
+0.59%
$Avg Daily PnL
+$19.33
+0.1933%
★Best Day
+$25.00
Aug 15
◎Open Interest
Reya$1.2K
BloFin$814.8K⚡Funding APR
+70.56%
annualized · funding only
⚠Execution Cost
−$18.00
entry + exit fees
⏱Payback
22.3h
to break even
◧24h Volume
Reya$0BloFin$18.9KLoading 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 (−$18.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.