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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 ~27d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+2.41%
3d Period Avg+0.49%
swing±1.07%
LONG Pionex · nowSPYX_USDT_PERP
−2.41%
3d avg:−0.49%
SHORT Aster · now
+0.00%
3d avg:+0.00%
Entry Spread Now
−0.005%
NeutralL 770.3000 · S 770.2587
24h range −0.07%…+0.11% · median +0.00%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$17.73
−0.18%
$Avg Daily PnL
+$0.13
+0.0013%
★Best Day
+$0.29
Sep 25
◎Open Interest
⚡Funding APR
+0.49%
annualized · funding only
⚠Execution Cost
−$18.13
entry + exit fees
⏱Payback
4.5mo
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 (−$18.13 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.