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updated —ASML Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~15d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+5.48%
3d Period Avg+5.70%
swing±1.78%
LONG MEXC · nowASMLSTOCK_USDT
+0.00%
3d avg:+0.00%
SHORT trade[XYZ] · nowxyz:ASML
+5.48%
3d avg:+5.70%
Entry Spread Now
−0.157%
Against youL 1,571.27 · S 1,568.8−$15.72 if it converges
24h range −0.42%…+0.06% · median −0.25%
Long pays every8hShort pays every1h
LONGmaker0%/taker0.020%SHORTmaker0.030%/taker0.090%
Loading Funding History…
↗Total PnL
−$17.38
−0.17%
$Avg Daily PnL
+$1.54
+0.0154%
★Best Day
+$1.62
Oct 29
◎Open Interest
MEXC$2.15M![trade[XYZ]](/icons/exchanges/hl-xyz.svg){kind=icon}
trade[XYZ]$1.92M⚡Funding APR
+5.63%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
14.3d
to break even
◧24h Volume
MEXC$153.3Ktrade[XYZ]$1.84MLoading 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.