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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~5.8d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+17.44%
3d Period Avg+27.17%
swing±13.91%
LONG Aster · now
−6.48%
3d avg:−4.42%
SHORT HTX · now
+10.96%
3d avg:+22.75%
Entry Spread Now
+0.100%
In your favorL ask 91.4170 · S bid 91.5080+$9.95 at entry
24h range −0.19%…+0.41% · median +0.13%
Long pays every4hShort pays every4h
LONGmaker0.010%/taker0.040%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$4.92
−0.05%
$Avg Daily PnL
+$7.53
+0.0753%
★Best Day
+$8.54
Sep 25
◎Open Interest
⚡Funding APR
+27.50%
annualized · funding only
⚠Execution Cost
−$27.52
entry + exit fees
⏱Payback
3.6d
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 + live L2 orderbook slippage on both legs (−$27.52 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.