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updated 11:58:13 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~8.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+10.48%
3d Period Avg+5.55%
LONG Hotcoin · now
+5.48%
3d avg:+5.48%
SHORT BloFin · now
+15.95%
3d avg:+11.03%
Entry Spread Now
−0.104%
Eaten by executionL 0.003859 · S 0.003855−$10.37 if it converges
24h range −0.41%…+0.33% · median −0.05%
Long pays every8hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$20.02
−0.20%
$Avg Daily PnL
+$1.00
+0.0100%
★Best Day
+$1.91
Aug 14
◎Open Interest
Hotcoin$53.6K
BloFin$63.6K⚡Funding APR
+3.63%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
24.1d
to break even
◧24h Volume
Hotcoin—BloFin$23.1KLoading 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.