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updated 10:27:26 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~42d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+2.07%
30d Period Avg+2.61%
LONG Hotcoin · now
+5.48%
30d avg:+2.52%
SHORT BloFin · now
+7.55%
30d avg:+5.13%
Entry Spread Now
−0.026%
Eaten by executionL 0.3881 · S 0.3880−$2.58 if it converges
24h range −0.46%…+0.31% · median −0.03%
Long pays every8hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$3.19
−0.03%
$Avg Daily PnL
+$0.67
+0.0067%
★Best Day
+$2.66
Aug 16
◎Open Interest
Hotcoin$172.0K
BloFin$236.5K⚡Funding APR
+2.45%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
1.2mo
to break even
◧24h Volume
Hotcoin—BloFin$3.7KLoading 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 (−$24.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.