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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 ~0.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+175.93%
30d Period Avg+28.13%
swing±84.51%
LONG HTX · now
+10.96%
30d avg:+42.08%
SHORT Bybit · now
+186.89%
30d avg:+70.21%
Entry Spread Now
−0.407%
Against youL 1.2958 · S 1.2905−$40.71 if it converges
24h range −3.23%…+5.26% · median +0.00%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
+$195.90
+1.96%
$Avg Daily PnL
+$7.23
+0.0723%
★Best Day
+$43.56
Sep 24
◎Open Interest
⚡Funding APR
+26.39%
annualized · funding only
⚠Execution Cost
−$21.00
entry + exit fees
⏱Payback
2.9d
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 (−$21.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.