Funding Arbitrage Backtester

updated 6:52:55 PM

Size$

R-trip cost

Funding ArbitrageLooking at price convergence? → /price-pair

Net Funding APR · Now

+1.82%

3d Avg—

LONG ApeX

+10.96%

3d: —

SHORT HTX

+12.78%

3d: —

Long pays every1hShort pays every8h

LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.050%

Loading Funding History…

↗Total PnL

+$12.63

+0.13%

$Avg Daily PnL

+$8.16

+0.0816%

∑Funding PnL

+$32.63

before cost

%Win Rate

100.0%

positive days

★Best Day

+$12.87

May 17

◎Open Interest

ApeX$20.1K

HTX$37.8K

⚡APR

+11.53%

annualized

⚠Execution Cost

−$20.00

entry + exit fees

⏱Payback

2.5d

to break even

⤓Max Drawdown

+$0.00

peak → trough

✕Worst Day

+$3.98

May 15

◧24h Volume

ApeX$7.39M

HTX$19.2K

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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.