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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 ~1.3d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+107.00%
3d Period Avg+66.61%
swing±17.35%
LONG HTX · now
−90.09%
3d avg:−51.41%
SHORT Entropy · nowio:ANTH
+16.91%
3d avg:+15.20%
Entry Spread Now
+2.972%
In your favorL 2,100.38 · S 2,162.8+$297.18 if it converges
24h range +2.62%…+3.66% · median +3.17%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0.030%/taker0.090%
Loading Funding History…
↗Total PnL
+$18.61
+0.19%
$Avg Daily PnL
+$14.00
+0.1400%
★Best Day
+$22.19
Sep 23
◎Open Interest
⚡Funding APR
+51.09%
annualized · funding only
⚠Execution Cost
−$37.38
entry + exit fees
⏱Payback
2.7d
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 (−$37.38 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.