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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 ~8.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+9.33%
3d Period Avg+7.82%
swing±7.49%
LONG BloFin · now
+1.63%
3d avg:+3.14%
SHORT HTX · now
+10.96%
3d avg:+10.96%
Entry Spread Now
+0.003%
NeutralL 145.5500 · S 145.5550
24h range −0.40%…+1.36% · median +0.63%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$15.58
−0.16%
$Avg Daily PnL
+$2.14
+0.0214%
★Best Day
+$2.46
Sep 30
◎Open Interest
⚡Funding APR
+7.81%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
10.3d
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 + fees only (orderbook snapshot stale) on both legs (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.