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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 ~0.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+62.88%
3d Period Avg+2.12%
swing±46.36%
LONG HTX · now
+0.00%
3d avg:+13.38%
SHORT Arcus · now
+62.88%
3d avg:+15.50%
Entry Spread Now
−0.191%
Against youL 177.6500 · S 177.3100−$19.14 if it converges
24h range −0.79%…+0.78% · median −0.14%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0%/taker0.022%
Loading Funding History…
↗Total PnL
−$10.63
−0.11%
$Avg Daily PnL
+$1.29
+0.0129%
★Best Day
+$9.60
Oct 16
◎Open Interest
⚡Funding APR
+4.71%
annualized · funding only
⚠Execution Cost
−$14.50
entry + exit fees
⏱Payback
11.2d
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 (−$14.50 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.