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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 ~1.9d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+103.15%
3d Period Avg+97.21%
swing±14.13%
LONG Phemex · now
+10.96%
3d avg:+10.76%
SHORT Aftermath · now
+114.11%
3d avg:+107.97%
Entry Spread Now
−0.041%
Eaten by executionL 0.004204 · S 0.004202−$4.15 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
+$25.37
+0.25%
$Avg Daily PnL
+$26.54
+0.2654%
★Best Day
+$26.88
Oct 16
◎Open Interest
Phemex$2.72M
Aftermath$736⚡Funding APR
+96.86%
annualized · funding only
⚠Execution Cost
−$54.24
entry + exit fees
⏱Payback
2.0d
to break even
◧24h Volume
Phemex$3.13MAftermath$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 (−$54.24 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.