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updated 10:35:50 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~5.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+13.81%
30d Period Avg+57.71%
LONG LBank · now
−2.85%
30d avg:−48.71%
SHORT Hyperliquid · now
+10.96%
30d avg:+9.00%
Entry Spread Now
+0.174%
In your favorL 0.006319 · S 0.006330+$17.41 if it converges
24h range −0.39%…+0.45% · median +0.10%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.015%/taker0.045%
Limited funding history — chart clipped to available data
- LBank (Long): live data only — historical backfill pending (depth grows organically as we ingest)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Sparse settlements: long 3%, short 99% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
−$296.38
−2.96%
$Avg Daily PnL
−$8.88
−0.0888%
★Best Day
+$3.38
Aug 16
◎Open Interest
LBank—
Hyperliquid$493.8K⚡Funding APR
−32.42%
annualized · funding only
⚠Execution Cost
−$21.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
LBank$1.10MHyperliquid$323.8KLoading 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.