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updated 11:57:49 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~9.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+9.76%
3d Period Avg+2.88%
LONG Hotcoin · now
+5.48%
3d avg:+4.75%
SHORT BloFin · now
+15.24%
3d avg:+7.63%
Entry Spread Now
−0.089%
Eaten by executionL 0.003380 · S 0.003377−$8.88 if it converges
24h range −0.38%…+0.35% · median −0.18%
Long pays every8hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$21.91
−0.22%
$Avg Daily PnL
+$0.52
+0.0052%
★Best Day
+$0.88
Aug 14
◎Open Interest
Hotcoin$76.2K
BloFin$121.8K⚡Funding APR
+1.90%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
1.5mo
to break even
◧24h Volume
Hotcoin—BloFin$4.6KLoading 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 (−$24.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.