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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 ~3.5d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+25.73%
7d Period Avg−10.00%
swing±29.69%
LONG Aster · now
−25.73%
7d avg:+17.70%
SHORT HTX · now
+0.00%
7d avg:+7.70%
Entry Spread Now
+0.042%
Eaten by executionL 1,358.31 · S 1,358.89+$4.21 if it converges
24h range −0.44%…+0.15% · median +0.01%
Long pays every4hShort pays every4h
LONGmaker0.010%/taker0.040%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$39.57
−0.40%
$Avg Daily PnL
−$2.12
−0.0212%
★Best Day
+$0.00
Sep 24
◎Open Interest
⚡Funding APR
−7.74%
annualized · funding only
⚠Execution Cost
−$24.74
entry + exit fees
⏱Payback
never
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 (−$24.74 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.