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updated 7:15:43 AMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.0d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+49.92%
1d Period Avg+44.98%
swing±20.30%
LONG HTX · now
+0.00%
1d avg:+20.36%
SHORT BloFin · now
+49.92%
1d avg:+65.34%
Entry Spread Now
−0.188%
Against youL ask 4,340.82 · S bid 4,332.64−$18.84 at entry
24h range −0.24%…+0.12% · median −0.10%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$14.57
−0.15%
$Avg Daily PnL
+$6.16
+0.0616%
★Best Day
+$7.54
Sep 1
◎Open Interest
HTX$1.81M
BloFin$20.56M⚡Funding APR
+22.48%
annualized · funding only
⚠Execution Cost
−$26.89
entry + exit fees
⏱Payback
4.4d
to break even
◧24h Volume
HTX$5.30MBloFin$14.35MLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (−$26.89 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.