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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.3d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+40.41%
3d Period Avg+18.77%
swing±20.50%
LONG HTX · now
+0.00%
3d avg:+0.00%
SHORT CoinW · now
+40.41%
3d avg:+18.77%
Entry Spread Now
+0.025%
Eaten by executionL 101.4150 · S 101.4400+$2.47 if it converges
24h range −0.12%…+0.32% · median +0.00%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$10.12
−0.10%
$Avg Daily PnL
+$5.14
+0.0514%
★Best Day
+$11.70
Sep 23
◎Open Interest
⚡Funding APR
+18.76%
annualized · funding only
⚠Execution Cost
−$25.54
entry + exit fees
⏱Payback
5.0d
to break even
◧24h Volume
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 (−$25.54 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.