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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 ~2.0d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+27.52%
7d Period Avg+46.65%
swing±62.87%
LONG Variational · nowXAUS
+0.00%
7d avg:+0.00%
SHORT HTX · now
+27.52%
7d avg:+46.65%
Entry Spread Now
+0.165%
In your favorL ask 4,174.56 · S bid 4,181.45+$16.50 at entry
24h range +0.05%…+0.28% · median +0.16%
Long pays every4hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$74.57
+0.75%
$Avg Daily PnL
+$12.77
+0.1277%
★Best Day
+$37.96
Sep 28
◎Open Interest
Variational$47.40M
HTX$5.64M⚡Funding APR
+46.62%
annualized · funding only
⚠Execution Cost
−$14.84
entry + exit fees
⏱Payback
1.2d
to break even
◧24h Volume
Variational$134.89MHTX$4.54MLoading 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 (−$14.84 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.