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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
3d Period Avg+22.24%
swing±25.84%
LONG HTX · now
+10.96%
3d avg:+9.23%
SHORT Aster · now
+10.96%
3d avg:+31.47%
Entry Spread Now
+0.085%
In your favorL ask 70.5800 · S bid 70.6400+$8.50 at entry
24h range +0.02%…+0.35% · median +0.18%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$23.87
−0.24%
$Avg Daily PnL
+$6.09
+0.0609%
★Best Day
+$13.45
Sep 26
◎Open Interest
⚡Funding APR
+22.23%
annualized · funding only
⚠Execution Cost
−$42.14
entry + exit fees
⏱Payback
6.9d
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 (−$42.14 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.