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updated —AMAT Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+21.15%
3d Period Avg+21.91%
swing±0.79%
LONG WEEX · now
−10.19%
3d avg:−10.95%
SHORT HTX · now
+10.96%
3d avg:+10.96%
Entry Spread Now
+0.065%
Eaten by executionL 364.0600 · S 364.2950+$6.45 if it converges
24h range −1.46%…+0.58% · median +0.07%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$8.01
−0.08%
$Avg Daily PnL
+$6.00
+0.0600%
★Best Day
+$6.00
Nov 12
◎Open Interest
⚡Funding APR
+21.89%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
4.3d
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 (−$26.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.