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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+3.45%
swing±15.38%
LONG HTX · nowSPCX-USDT
+0.00%
7d avg:+3.23%
SHORT Aster · nowSPCXUSDT
+0.00%
7d avg:+6.68%
Entry Spread Now
−0.022%
Eaten by executionL 149.5550 · S 149.5223−$2.18 if it converges
24h range −0.17%…+0.04% · median −0.03%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$18.34
−0.18%
$Avg Daily PnL
+$0.95
+0.0095%
★Best Day
+$6.48
Sep 24
◎Open Interest
⚡Funding APR
+3.45%
annualized · funding only
⚠Execution Cost
−$24.96
entry + exit fees
⏱Payback
26.4d
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 (−$24.96 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.