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updated 11:56:40 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+40.74%
3d Period Avg+69.26%
LONG HTX · now
+10.96%
3d avg:−18.15%
SHORT BloFin · now
+51.69%
3d avg:+51.11%
Entry Spread Now
+0.245%
In your favorL 0.03675 · S 0.03684+$24.49 if it converges
24h range −0.49%…+1.58% · median +0.29%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$34.88
+0.35%
$Avg Daily PnL
+$14.22
+0.1422%
★Best Day
+$21.22
Aug 14
◎Open Interest
HTX$72.3K
BloFin$974.5K⚡Funding APR
+51.91%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
1.6d
to break even
◧24h Volume
HTX$32.7KBloFin$61.0KLoading 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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.