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updated 4:34:04 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~8.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+10.90%
3d Period Avg+5.40%
LONG Hotcoin · now
+6.03%
3d avg:+5.67%
SHORT BloFin · now
+16.93%
3d avg:+11.07%
Entry Spread Now
−0.098%
Eaten by executionL 0.02047 · S 0.02045−$9.77 if it converges
24h range −0.28%…+0.64% · median −0.03%
Long pays every8hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$19.41
−0.19%
$Avg Daily PnL
+$1.15
+0.0115%
★Best Day
+$1.92
Aug 16
◎Open Interest
Hotcoin$813.7K
BloFin$644.3K⚡Funding APR
+4.19%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
20.9d
to break even
◧24h Volume
Hotcoin—BloFin$8.5KLoading 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 (−$24.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.