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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 ~9.1d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+134.56%
3d Period Avg+26.26%
swing±59.98%
LONG HTX · now
+0.00%
3d avg:+0.00%
SHORT Gate.io · now
+134.56%
3d avg:+26.26%
Entry Spread Now
−0.154%
Eaten by executionL 35.6350 · S 35.5800−$15.43 if it converges
24h range −0.48%…+0.34% · median −0.15%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker-0.010%/taker0.075%
Loading Funding History…
↗Total PnL
−$314.08
−3.14%
$Avg Daily PnL
+$7.19
+0.0719%
★Best Day
+$16.48
Oct 1
◎Open Interest
⚡Funding APR
+26.24%
annualized · funding only
⚠Execution Cost
−$335.65
entry + exit fees
⏱Payback
1.6mo
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 (−$335.65 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.