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updated 8:38:34 AMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.6d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+27.12%
3d Period Avg+5.53%
swing±21.37%
LONG BloFin · now
−16.16%
3d avg:+5.43%
SHORT HTX · now
+10.96%
3d avg:+10.96%
Entry Spread Now
−0.069%
Eaten by executionL 4,325.6 · S 4,322.63−$6.88 if it converges
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
−$21.85
−0.22%
$Avg Daily PnL
+$1.13
+0.0113%
★Best Day
+$4.52
Sep 1
◎Open Interest
BloFin$2.82M
HTX$1.82M⚡Funding APR
+4.14%
annualized · funding only
⚠Execution Cost
−$26.39
entry + exit fees
⏱Payback
23.3d
to break even
◧24h Volume
BloFin$2.74MHTX$656.7KLoading 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 (−$26.39 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.