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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 ~13d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+10.96%
3d Period Avg+10.96%
LONG HTX · now
+0.00%
3d avg:+0.00%
SHORT Aster · now
+10.96%
3d avg:+10.96%
Entry Spread Now
−0.120%
Eaten by executionL 4,242.45 · S 4,237.35−$12.00 if it converges
24h range −0.20%…−0.04% · median −0.08%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$30.78
−0.31%
$Avg Daily PnL
+$3.00
+0.0300%
★Best Day
+$3.00
Sep 26
◎Open Interest
⚡Funding APR
+10.95%
annualized · funding only
⚠Execution Cost
−$39.78
entry + exit fees
⏱Payback
13.3d
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 + fees only (orderbook snapshot stale) on both legs (−$39.78 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.