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updated 4:27:48 PMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−6.32%
3d Period Avg+0.57%
swing±3.45%
LONG BloFin · now
+17.28%
3d avg:+9.69%
SHORT Hotcoin · now
+10.96%
3d avg:+10.26%
Entry Spread Now
+0.000%
NeutralL 0.2548 · S 0.2548
24h range −0.47%…+0.46% · median +0.04%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$23.53
−0.24%
$Avg Daily PnL
+$0.12
+0.0012%
★Best Day
+$0.32
Sep 11
◎Open Interest
BloFin$238.5K
Hotcoin$297.6K⚡Funding APR
+0.43%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
6.8mo
to break even
◧24h Volume
BloFin$12.9KHotcoin—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 (−$24.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.