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updated 1:26:26 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+49.95%
30d Period Avg+7.36%
LONG Hotcoin · now
+5.48%
30d avg:+4.70%
SHORT BloFin · now
+55.43%
30d avg:+12.06%
Entry Spread Now
+0.008%
NeutralL 12.0280 · S 12.0290
24h range −0.40%…+0.34% · median −0.04%
Long pays every8hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$35.60
+0.36%
$Avg Daily PnL
+$1.92
+0.0192%
★Best Day
+$13.03
Aug 16
◎Open Interest
Hotcoin$674.2K
BloFin$381.0K⚡Funding APR
+7.02%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
12.5d
to break even
◧24h Volume
Hotcoin—BloFin$190.4KLoading 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.