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updated 4:28:49 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+82.22%
3d Period Avg+18.90%
LONG HTX · now
+0.00%
3d avg:+0.00%
SHORT TxFlow · now
+82.22%
3d avg:+18.90%
Entry Spread Now
−0.079%
Eaten by executionL 1,339.3 · S 1,338.24−$7.91 if it converges
24h range −0.22%…−0.06% · median −0.14%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0.015%/taker0.045%
Loading Funding History…
↗Total PnL
+$3.14
+0.03%
$Avg Daily PnL
+$5.53
+0.0553%
★Best Day
+$10.03
Aug 14
◎Open Interest
HTX$27.1K
TxFlow$10.5K⚡Funding APR
+20.20%
annualized · funding only
⚠Execution Cost
−$19.00
entry + exit fees
⏱Payback
3.4d
to break even
◧24h Volume
HTX$40.0KTxFlow$37.1KLoading 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 (−$19.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.