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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 ~1.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+62.02%
3d Period Avg+50.49%
swing±32.64%
LONG HTX · nowNATGAS-USDT
+0.00%
3d avg:+17.99%
SHORT Bitget · nowNATGASUSDT
+62.02%
3d avg:+68.48%
Entry Spread Now
+0.018%
NeutralL 3.0314 · S 3.0320
24h range −0.65%…+0.29% · median −0.18%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$19.48
+0.19%
$Avg Daily PnL
+$13.83
+0.1383%
★Best Day
+$14.99
Sep 30
◎Open Interest
⚡Funding APR
+50.46%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
1.6d
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.