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updated 10:57:48 PMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+1762.12%
3d Period Avg+80.77%
swing±116.20%
LONG HTX · now
−1751.17%
3d avg:−68.74%
SHORT Gate.io · now
+10.96%
3d avg:+12.03%
Entry Spread Now
+3.973%
In your favorL 0.04357 · S 0.04530+$397.31 if it converges
24h range −4.22%…+4.59% · median +0.62%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker-0.010%/taker0.075%
Loading Funding History…
↗Total PnL
+$41.34
+0.41%
$Avg Daily PnL
+$22.11
+0.2211%
★Best Day
+$48.28
Sep 16
◎Open Interest
HTX$398.9K
Gate.io$7.95M⚡Funding APR
+80.72%
annualized · funding only
⚠Execution Cost
−$25.00
entry + exit fees
⏱Payback
1.1d
to break even
◧24h Volume
HTX$1.19MGate.io$46.24MLoading 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.