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updated 7:14:28 AMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.1d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+23.39%
1d Period Avg+25.17%
swing±11.94%
LONG BloFin · now
−12.43%
1d avg:−14.21%
SHORT HTX · now
+10.96%
1d avg:+10.96%
Entry Spread Now
−0.012%
NeutralL 4,330.5 · S 4,329.97
24h range −0.19%…+0.18% · median −0.01%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$19.52
−0.20%
$Avg Daily PnL
+$3.45
+0.0344%
★Best Day
+$4.39
Sep 1
◎Open Interest
BloFin$2.83M
HTX$1.82M⚡Funding APR
+12.57%
annualized · funding only
⚠Execution Cost
−$26.41
entry + exit fees
⏱Payback
7.7d
to break even
◧24h Volume
BloFin$2.68MHTX$816.0KLoading 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 (−$26.41 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.