← Back to Screener
updated 5:03:28 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~12d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+7.42%
30d Period Avg+1.70%
LONG Hotcoin · now
+5.48%
30d avg:−0.52%
SHORT BloFin · now
+12.90%
30d avg:+1.18%
Entry Spread Now
−0.042%
Eaten by executionL 0.02368 · S 0.02367−$4.22 if it converges
24h range −0.21%…+0.34% · median +0.00%
Long pays every8hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$9.54
−0.10%
$Avg Daily PnL
+$0.47
+0.0047%
★Best Day
+$2.11
Jul 30
◎Open Interest
Hotcoin$105.1K
BloFin$169.8K⚡Funding APR
+1.70%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
1.7mo
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.