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updated 4:49:20 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
+479.97%
3d Period Avg+56.36%
swing±105.63%
LONG QFEX · nowNATGAS-USD
+86.88%
3d avg:+30.42%
SHORT BloFin · nowNATGAS-USDT
+566.85%
3d avg:+86.78%
Entry Spread Now
+0.628%
In your favorL 3.0091 · S 3.0280+$62.81 if it converges
24h range −0.96%…+0.65% · median +0.24%
Long pays every1hShort pays every4h
LONGmaker0.050%/taker0.100%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$2.26
−0.02%
$Avg Daily PnL
+$9.08
+0.0908%
★Best Day
+$32.07
Sep 14
◎Open Interest
QFEX$1.19M
BloFin$0⚡Funding APR
+33.14%
annualized · funding only
⚠Execution Cost
−$38.58
entry + exit fees
⏱Payback
4.3d
to break even
◧24h Volume
QFEX$67.2KBloFin$96.0KLoading 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 (−$38.58 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.