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updated 10:32:31 AMFunding 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
+10.67%
3d Period Avg+8.56%
LONG WEEX · now
+0.29%
3d avg:+2.40%
SHORT HTX · now
+10.96%
3d avg:+10.96%
Entry Spread Now
+0.059%
In your favorL ask 0.6805 · S bid 0.6809+$5.88 at entry
24h range −0.67%…+0.17% · median +0.01%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$35.00
−0.35%
$Avg Daily PnL
+$1.76
+0.0176%
★Best Day
+$3.61
Aug 14
◎Open Interest
WEEX$482.46M
HTX$577.7K⚡Funding APR
+6.42%
annualized · funding only
⚠Execution Cost
−$42.03
entry + exit fees
⏱Payback
23.9d
to break even
◧24h Volume
WEEX$3.60MHTX$799.8KLoading 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 (−$42.03 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.