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updated 5:03:21 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
+81.07%
30d Period Avg+137.32%
LONG Reya · nowZRORUSDPERP
−73.22%
30d avg:−118.96%
SHORT BloFin · now
+7.85%
30d avg:+18.36%
Entry Spread Now
−0.228%
Against youL 0.7773 · S 0.7755−$22.80 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
+$1108.78
+11.09%
$Avg Daily PnL
+$36.35
+0.3635%
★Best Day
+$51.31
Aug 1
◎Open Interest
Reya$1.2K
BloFin$812.6K⚡Funding APR
+132.67%
annualized · funding only
⚠Execution Cost
−$18.00
entry + exit fees
⏱Payback
12.0h
to break even
◧24h Volume
Reya$0BloFin$15.5KLoading 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.