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updated 8:44:04 AMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~5.5d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+18.50%
3d Period Avg+31.34%
swing±34.70%
LONG HTX · now
+66.50%
3d avg:+8.34%
SHORT BloFin · now
+85.00%
3d avg:+39.68%
Entry Spread Now
−0.142%
Against youL ask 4,332.19 · S bid 4,326.02−$14.24 at entry
24h range −0.24%…+0.10% · median −0.11%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$2.39
−0.02%
$Avg Daily PnL
+$6.43
+0.0643%
★Best Day
+$12.99
Aug 31
◎Open Interest
HTX$1.85M
BloFin$20.85M⚡Funding APR
+23.48%
annualized · funding only
⚠Execution Cost
−$28.13
entry + exit fees
⏱Payback
4.4d
to break even
◧24h Volume
HTX$5.46MBloFin$13.94MLoading 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 (−$28.13 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.