← Back to Screener
updated 9:11:13 AMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+117.46%
1d Period Avg+114.73%
swing±48.46%
LONG HTX · nowNATGAS-USDT
+0.00%
1d avg:+0.00%
SHORT Bitget · nowNATGASUSDT
+117.46%
1d avg:+114.73%
Entry Spread Now
−0.081%
Eaten by executionL 3.0244 · S 3.0220−$8.10 if it converges
24h range −0.22%…+0.12% · median −0.08%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$9.41
+0.09%
$Avg Daily PnL
+$15.71
+0.1571%
★Best Day
+$18.94
Sep 16
◎Open Interest
HTX$77.1K
Bitget$8.49M⚡Funding APR
+57.32%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
1.4d
to break even
◧24h Volume
HTX$205.0KBitget$1.04MLoading 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.