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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 ~3.2d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+28.88%
3d Period Avg+29.82%
swing±8.64%
LONG Hotcoin · now
−4.78%
3d avg:−8.17%
SHORT BloFin · now
+24.11%
3d avg:+21.65%
Entry Spread Now
−0.014%
NeutralL 70.1600 · S 70.1500
24h range −0.15%…+0.26% · median +0.00%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$0.35
+0.00%
$Avg Daily PnL
+$8.36
+0.0836%
★Best Day
+$9.46
Sep 26
◎Open Interest
⚡Funding APR
+30.51%
annualized · funding only
⚠Execution Cost
−$25.42
entry + exit fees
⏱Payback
3.0d
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 (−$25.42 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.