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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
−12.82%
3d Period Avg−5.86%
swing±17.25%
LONG Aster · now
−1.20%
3d avg:+4.63%
SHORT HTX · now
−14.02%
3d avg:−1.23%
Entry Spread Now
−0.039%
Against youL ask 121.9300 · S bid 121.8822−$3.92 at entry
24h range −0.11%…+0.13% · median −0.02%
Long pays every8hShort pays every8h
LONGmaker0.010%/taker0.040%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$23.28
−0.23%
$Avg Daily PnL
−$1.04
−0.0104%
★Best Day
+$3.01
Sep 27
◎Open Interest
⚡Funding APR
−3.81%
annualized · funding only
⚠Execution Cost
−$20.15
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 + live L2 orderbook slippage on both legs (−$20.15 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.