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updated 11:16:07 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~10d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+8.51%
1d Period Avg+5.13%
LONG Hotcoin · now
+5.48%
1d avg:+5.48%
SHORT BloFin · now
+13.98%
1d avg:+10.61%
Entry Spread Now
−0.090%
Eaten by executionL 0.1117 · S 0.1116−$8.95 if it converges
24h range −0.36%…+0.45% · median −0.09%
Long pays every8hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$22.82
−0.23%
$Avg Daily PnL
+$0.59
+0.0059%
★Best Day
+$0.92
Aug 15
◎Open Interest
Hotcoin$175.1K
BloFin$202.4K⚡Funding APR
+2.15%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
1.4mo
to break even
◧24h Volume
Hotcoin—BloFin$1.4KLoading 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.