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updated 12:41:19 PMFunding 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+4.72%
LONG Hotcoin · now
+5.48%
3d avg:+5.48%
SHORT BloFin · now
+15.96%
3d avg:+10.20%
Entry Spread Now
−0.089%
Eaten by executionL 0.1128 · S 0.1127−$8.87 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
−$19.86
−0.20%
$Avg Daily PnL
+$1.03
+0.0104%
★Best Day
+$1.92
Aug 15
◎Open Interest
Hotcoin$179.1K
BloFin$202.6K⚡Funding APR
+3.78%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
23.2d
to break even
◧24h Volume
Hotcoin—BloFin$1.5KLoading 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.