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updated 12:38:46 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~14d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+10.39%
3d Period Avg+8.56%
LONG WEEX · now
+0.57%
3d avg:+2.40%
SHORT HTX · now
+10.96%
3d avg:+10.96%
Entry Spread Now
+0.059%
In your favorL ask 0.6809 · S bid 0.6813+$5.87 at entry
24h range −0.67%…+0.17% · median +0.02%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$32.39
−0.32%
$Avg Daily PnL
+$1.76
+0.0176%
★Best Day
+$3.61
Aug 14
◎Open Interest
WEEX$482.40M
HTX$515.9K⚡Funding APR
+6.42%
annualized · funding only
⚠Execution Cost
−$39.42
entry + exit fees
⏱Payback
22.4d
to break even
◧24h Volume
WEEX$3.58MHTX$1.02MLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (−$39.42 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.