← Back to Screener
updated 10:34:43 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.4d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+274.44%
30d Period Avg+79.55%
LONG HTX · now
+28.39%
30d avg:+27.87%
SHORT Pionex · nowBTW_USDT_PERP
+302.83%
30d avg:+107.42%
Entry Spread Now
−0.242%
Eaten by executionL 0.3179 · S 0.3171−$24.24 if it converges
24h range −2.04%…+1.08% · median −0.53%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$550.32
+5.50%
$Avg Daily PnL
+$21.08
+0.2108%
★Best Day
+$54.91
Aug 9
◎Open Interest
HTX$365.7K
Pionex$80.3K⚡Funding APR
+76.93%
annualized · funding only
⚠Execution Cost
−$103.08
entry + exit fees
⏱Payback
4.9d
to break even
◧24h Volume
HTX$787.6KPionex$764.7KLoading 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 (−$103.08 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.