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updated 3:33:13 PMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.3d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+422.89%
1d Period Avg+48.79%
swing±85.55%
LONG QFEX · nowNATGAS-USD
+78.63%
1d avg:+51.14%
SHORT BloFin · nowNATGAS-USDT
+501.52%
1d avg:+99.93%
Entry Spread Now
+0.456%
In your favorL 3.0033 · S 3.0170+$45.62 if it converges
24h range −0.96%…+0.59% · median +0.22%
Long pays every1hShort pays every4h
LONGmaker0.050%/taker0.100%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$28.11
−0.28%
$Avg Daily PnL
+$5.18
+0.0518%
★Best Day
+$10.36
Sep 14
◎Open Interest
QFEX$1.19M
BloFin$0⚡Funding APR
+18.91%
annualized · funding only
⚠Execution Cost
−$38.47
entry + exit fees
⏱Payback
7.4d
to break even
◧24h Volume
QFEX$61.9KBloFin$95.2KLoading 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 (−$38.47 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.