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updated —ASML Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−71.78%
3d Period Avg+144.41%
swing±54.03%
LONG Crypto.com · nowASMLUSD-PERP
+94.08%
3d avg:−121.06%
SHORT Phoenix · now
+22.30%
3d avg:+23.35%
Entry Spread Now
−0.142%
Against youL 1,574.93 · S 1,572.7−$14.16 if it converges
24h range −0.21%…+1.48% · median +0.06%
Long pays every1hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0.005%/taker0.035%
Loading Funding History…
↗Total PnL
+$101.62
+1.02%
$Avg Daily PnL
+$39.54
+0.3954%
★Best Day
+$52.41
Oct 30
◎Open Interest
Crypto.com$8.6K
Phoenix$32.5K⚡Funding APR
+144.32%
annualized · funding only
⚠Execution Cost
−$17.00
entry + exit fees
⏱Payback
10.3h
to break even
◧24h Volume
Crypto.com$2.6KPhoenix—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 (−$17.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.