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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 ~2.6d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+35.05%
7d Period Avg+28.40%
swing±11.23%
LONG Aster · now
+10.96%
7d avg:+10.96%
SHORT Phemex · now
+46.01%
7d avg:+39.36%
Entry Spread Now
−0.115%
Eaten by executionL 13.9680 · S 13.9520−$11.45 if it converges
24h range +0.00%…+0.27% · median +0.13%
Long pays every8hShort pays every8h
LONGmaker0.010%/taker0.040%SHORTmaker0.010%/taker0.060%
Loading Funding History…
↗Total PnL
+$29.71
+0.30%
$Avg Daily PnL
+$7.77
+0.0777%
★Best Day
+$11.75
Sep 22
◎Open Interest
Aster$1.29M
Phemex$21.02M⚡Funding APR
+28.35%
annualized · funding only
⚠Execution Cost
−$24.66
entry + exit fees
⏱Payback
3.2d
to break even
◧24h Volume
Aster$727.7KPhemex$8.90MLoading 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 (−$24.66 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.