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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 ~4.8d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+26.30%
3d Period Avg+26.56%
swing±0.81%
LONG Hotcoin · now
+10.96%
3d avg:+10.63%
SHORT BloFin · now
+37.26%
3d avg:+37.19%
Entry Spread Now
+0.000%
NeutralL 0.005096 · S 0.005096
24h range −1.74%…+0.81% · median +0.00%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$13.36
−0.13%
$Avg Daily PnL
+$7.13
+0.0713%
★Best Day
+$7.20
Sep 26
◎Open Interest
⚡Funding APR
+26.01%
annualized · funding only
⚠Execution Cost
−$34.74
entry + exit fees
⏱Payback
4.9d
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 (−$34.74 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.