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updated 4:33:50 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+50.21%
3d Period Avg+15.80%
LONG Hotcoin · now
+6.03%
3d avg:+6.68%
SHORT BloFin · now
+56.24%
3d avg:+22.48%
Entry Spread Now
+0.038%
Eaten by executionL 0.2606 · S 0.2607+$3.84 if it converges
24h range −0.19%…+0.30% · median +0.00%
Long pays every8hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$11.88
−0.12%
$Avg Daily PnL
+$3.03
+0.0303%
★Best Day
+$5.77
Aug 16
◎Open Interest
Hotcoin$304.3K
BloFin$475.3K⚡Funding APR
+11.06%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
7.9d
to break even
◧24h Volume
Hotcoin—BloFin$83.1KLoading 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.