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updated —SKHYNIX Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.2d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+421.22%
3d Period Avg+204.60%
swing±209.39%
LONG Aftermath · now
−92.71%
3d avg:−32.21%
SHORT Bullet · now
+328.51%
3d avg:+172.39%
Entry Spread Now
+0.101%
Eaten by executionL 1,054.73 · S 1,055.8+$10.11 if it converges
24h range −3.45%…+0.97% · median +0.04%
Long pays every1hShort pays every1h
LONGmaker-0.005%/taker0.045%SHORTmaker0.010%/taker0.040%
Sparse settlements: long 99%, short 39% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
+$42.87
+0.43%
$Avg Daily PnL
+$23.79
+0.2379%
★Best Day
+$23.97
Nov 2
◎Open Interest
Aftermath$1.5K
Bullet$143.7K⚡Funding APR
+86.84%
annualized · funding only
⚠Execution Cost
−$28.50
entry + exit fees
⏱Payback
1.2d
to break even
◧24h Volume
Aftermath$96.7KBullet$128.4KLoading 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 (−$28.50 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.