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updated 12:12:55 AMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+2696.74%
3d Period Avg+85.01%
swing±125.69%
LONG HTX · now
−2641.95%
3d avg:−72.98%
SHORT Gate.io · now
+54.79%
3d avg:+12.03%
Entry Spread Now
+2.763%
In your favorL 0.04550 · S 0.04676+$276.25 if it converges
24h range −4.22%…+5.82% · median +0.62%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker-0.010%/taker0.075%
Loading Funding History…
↗Total PnL
+$28.14
+0.28%
$Avg Daily PnL
+$13.28
+0.1328%
★Best Day
+$34.57
Sep 16
◎Open Interest
⚡Funding APR
+48.49%
annualized · funding only
⚠Execution Cost
−$25.00
entry + exit fees
⏱Payback
1.9d
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 (−$25.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.