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updated 5:03:25 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.4d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+246.34%
30d Period Avg−0.46%
LONG HTX · nowSAMSUNG-USDT
+3.84%
30d avg:+28.61%
SHORT Ondo · nowSMSN-USD.P
+250.18%
30d avg:+28.15%
Entry Spread Now
−0.124%
Eaten by executionL 196.7650 · S 196.5208−$12.41 if it converges
24h range −0.45%…+0.24% · median −0.02%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0.015%/taker0.035%
Loading Funding History…
↗Total PnL
−$52.73
−0.53%
$Avg Daily PnL
−$0.74
−0.0074%
★Best Day
+$21.90
Jul 25
◎Open Interest
HTX$51.8K
Ondo$768.3K⚡Funding APR
−2.70%
annualized · funding only
⚠Execution Cost
−$29.81
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
HTX$4.6KOndo$318.4KLoading 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 (−$29.81 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.