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updated 5:07:38 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~7.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+11.06%
30d Period Avg+5.91%
LONG Hotcoin · now
+5.48%
30d avg:+5.32%
SHORT BloFin · now
+16.53%
30d avg:+11.23%
Entry Spread Now
−0.028%
Eaten by executionL 0.07137 · S 0.07135−$2.80 if it converges
24h range −2.15%…+0.61% · median −0.03%
Long pays every8hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$24.57
+0.25%
$Avg Daily PnL
+$1.57
+0.0157%
★Best Day
+$2.99
Jul 24
◎Open Interest
Hotcoin$103.9K
BloFin$129.1K⚡Funding APR
+5.72%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
15.3d
to break even
◧24h Volume
Hotcoin—BloFin$954Loading 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.