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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 ~0.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+158.57%
30d Period Avg+13.60%
swing±68.90%
LONG Crypto.com · nowASMLUSD-PERP
−130.66%
30d avg:+16.88%
SHORT Phoenix · now
+27.91%
30d avg:+30.48%
Entry Spread Now
−0.057%
Eaten by executionL 1,571.2 · S 1,570.3−$5.73 if it converges
24h range −0.18%…+1.48% · median +0.14%
Long pays every1hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0.005%/taker0.035%
Loading Funding History…
↗Total PnL
+$94.69
+0.95%
$Avg Daily PnL
+$3.72
+0.0372%
★Best Day
+$50.67
Oct 30
◎Open Interest
Crypto.com$8.6K
Phoenix$32.5K⚡Funding APR
+13.59%
annualized · funding only
⚠Execution Cost
−$17.00
entry + exit fees
⏱Payback
4.6d
to break even
◧24h Volume
Crypto.com$2.8KPhoenix—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.