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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 ~5.4d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+26.30%
7d Period Avg+25.88%
swing±4.74%
LONG Hotcoin · now
+10.96%
7d avg:+11.85%
SHORT BloFin · now
+37.26%
7d avg:+37.73%
Entry Spread Now
+0.088%
Eaten by executionL 318.9700 · S 319.2500+$8.78 if it converges
24h range −0.26%…+0.40% · median −0.01%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$11.05
+0.11%
$Avg Daily PnL
+$7.09
+0.0709%
★Best Day
+$8.25
Sep 21
◎Open Interest
⚡Funding APR
+25.87%
annualized · funding only
⚠Execution Cost
−$38.56
entry + exit fees
⏱Payback
5.4d
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 (−$38.56 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.