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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 ~2.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+34.63%
30d Period Avg−9.54%
swing±87.67%
LONG HTX · now
+10.96%
30d avg:+54.65%
SHORT Gate.io · now
+45.58%
30d avg:+45.11%
Entry Spread Now
+0.742%
In your favorL 0.1415 · S 0.1426+$74.20 if it converges
24h range −5.31%…+7.21% · median −0.21%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker-0.010%/taker0.075%
Loading Funding History…
↗Total PnL
−$103.36
−1.03%
$Avg Daily PnL
−$2.61
−0.0261%
★Best Day
+$23.44
Sep 23
◎Open Interest
⚡Funding APR
−9.53%
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.