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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 ~98d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+1.09%
7d Period Avg+7.74%
swing±6.55%
LONG Binance Futures · now
+9.87%
7d avg:+3.22%
SHORT HTX · now
+10.96%
7d avg:+10.96%
Entry Spread Now
−0.068%
Against youL ask 13.0250 · S bid 13.0162−$6.76 at entry
24h range −0.34%…+0.11% · median −0.03%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$15.48
−0.15%
$Avg Daily PnL
+$1.99
+0.0199%
★Best Day
+$3.97
Oct 9
◎Open Interest
⚡Funding APR
+7.26%
annualized · funding only
⚠Execution Cost
−$29.40
entry + exit fees
⏱Payback
14.8d
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 + live L2 orderbook slippage on both legs (−$29.40 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.