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updated —XOM Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+21.92%
3d Period Avg+21.92%
LONG LBank · now
−10.96%
3d avg:−10.96%
SHORT HTX · now
+10.96%
3d avg:+10.96%
Entry Spread Now
+0.023%
Eaten by executionL 171.6900 · S 171.7300+$2.33 if it converges
24h range +0.11%…+0.67% · median +0.24%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$4.00
−0.04%
$Avg Daily PnL
+$6.00
+0.0600%
★Best Day
+$6.00
Nov 12
◎Open Interest
LBank—
HTX$5.1K⚡Funding APR
+21.90%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
3.7d
to break even
◧24h Volume
LBank$701.0KHTX$29.8KLoading 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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.