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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 ~16d
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+20.88%
3d Period Avg+21.68%
swing±0.51%
LONG WEEX · now
−9.93%
3d avg:−10.72%
SHORT HTX · now
+10.96%
3d avg:+10.96%
Entry Spread Now
+2.873%
In your favorL 161.1800 · S 165.8100+$287.26 if it converges
24h range −4.26%…+3.96% · median +0.12%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$70.93
−0.71%
$Avg Daily PnL
+$5.93
+0.0593%
★Best Day
+$6.08
Sep 27
◎Open Interest
⚡Funding APR
+21.66%
annualized · funding only
⚠Execution Cost
−$88.73
entry + exit fees
⏱Payback
14.9d
to break even
◧24h Volume
Loading 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 (−$88.73 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.