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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+26.30%
3d Period Avg+26.99%
swing±2.29%
LONG Hotcoin · now
+10.96%
3d avg:+11.09%
SHORT BloFin · now
+37.26%
3d avg:+38.08%
Entry Spread Now
+0.301%
In your favorL 0.5984 · S 0.6002+$30.08 if it converges
24h range −0.64%…+0.99% · median +0.00%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$1.86
−0.02%
$Avg Daily PnL
+$7.38
+0.0738%
★Best Day
+$7.84
Sep 26
◎Open Interest
⚡Funding APR
+26.94%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
3.3d
to break even
◧24h Volume
Loading 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.