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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
7d Period Avg+1.53%
swing±6.99%
LONG HTX · now
+0.00%
7d avg:+0.00%
SHORT Aster · now
+0.00%
7d avg:+1.53%
Entry Spread Now
+0.176%
In your favorL 1,772.42 · S 1,775.53+$17.57 if it converges
24h range −0.25%…+0.48% · median +0.00%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$20.02
−0.20%
$Avg Daily PnL
+$0.42
+0.0042%
★Best Day
+$2.92
Sep 21
◎Open Interest
⚡Funding APR
+1.52%
annualized · funding only
⚠Execution Cost
−$22.94
entry + exit fees
⏱Payback
1.8mo
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 (−$22.94 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.