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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 ~4.4d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+26.30%
7d Period Avg+24.92%
swing±5.48%
LONG Hotcoin · now
+10.96%
7d avg:+9.70%
SHORT BloFin · now
+37.26%
7d avg:+34.62%
Entry Spread Now
+0.078%
Eaten by executionL 0.005103 · S 0.005107+$7.84 if it converges
24h range −0.53%…+0.80% · median +0.00%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$16.08
+0.16%
$Avg Daily PnL
+$6.83
+0.0683%
★Best Day
+$7.20
Sep 21
◎Open Interest
⚡Funding APR
+24.93%
annualized · funding only
⚠Execution Cost
−$31.73
entry + exit fees
⏱Payback
4.7d
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 (−$31.73 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.