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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
3d Period Avg−72.02%
swing±119.21%
LONG HTX · now
+10.96%
3d avg:+131.15%
SHORT Gate.io · now
+10.96%
3d avg:+59.13%
Entry Spread Now
−0.818%
Against youL 0.1394 · S 0.1382−$81.81 if it converges
24h range −5.31%…+7.21% · median −0.19%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker-0.010%/taker0.075%
Loading Funding History…
↗Total PnL
−$84.15
−0.84%
$Avg Daily PnL
−$19.72
−0.1972%
★Best Day
+$21.32
Sep 30
◎Open Interest
⚡Funding APR
−71.97%
annualized · funding only
⚠Execution Cost
−$25.00
entry + exit fees
⏱Payback
never
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.