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updated 5:02:42 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.7d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+42.08%
30d Period Avg+15.82%
LONG HTX · nowNATGAS-USDT
+0.00%
30d avg:+13.67%
SHORT Bitget · nowNATGASUSDT
+42.08%
30d avg:+29.49%
Entry Spread Now
−0.031%
Eaten by executionL 2.7248 · S 2.7240−$3.12 if it converges
24h range −0.29%…+0.21% · median −0.01%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$99.12
+0.99%
$Avg Daily PnL
+$4.19
+0.0419%
★Best Day
+$24.64
Aug 7
◎Open Interest
⚡Funding APR
+15.30%
annualized · funding only
⚠Execution Cost
−$30.80
entry + exit fees
⏱Payback
7.3d
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 (−$30.80 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.