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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 ~1.3d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+131.81%
1d Period Avg+96.67%
swing±12.88%
LONG Phemex · now
−6.49%
1d avg:+10.96%
SHORT Aftermath · now
+125.32%
1d avg:+107.63%
Entry Spread Now
+0.238%
In your favorL 0.004102 · S 0.004112+$23.83 if it converges
24h range −0.95%…+2.34% · median +0.00%
Long pays every4hShort pays every1h
LONGmaker0.010%/taker0.060%SHORTmaker-0.005%/taker0.045%
Loading Funding History…
↗Total PnL
−$19.40
−0.19%
$Avg Daily PnL
+$26.47
+0.2647%
★Best Day
+$26.47
Oct 18
◎Open Interest
Phemex$2.63M
Aftermath$1.3K⚡Funding APR
+96.61%
annualized · funding only
⚠Execution Cost
−$45.87
entry + exit fees
⏱Payback
1.7d
to break even
◧24h Volume
Phemex$3.11MAftermath$99.7KLoading 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 (−$45.87 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.