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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 ~2.6d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+62.09%
1d Period Avg+67.84%
swing±11.92%
LONG Phemex · now
−7.78%
1d avg:−10.54%
SHORT Aftermath · now
+54.32%
1d avg:+57.30%
Entry Spread Now
−0.080%
Against youL ask 0.9864 · S bid 0.9856−$8.01 at entry
24h range −1.00%…+0.70% · median −0.05%
Long pays every8hShort pays every1h
LONGmaker0.010%/taker0.060%SHORTmaker-0.005%/taker0.045%
Loading Funding History…
↗Total PnL
−$25.56
−0.26%
$Avg Daily PnL
+$18.57
+0.1857%
★Best Day
+$18.57
Oct 18
◎Open Interest
Phemex$13.70M
Aftermath$138.6K⚡Funding APR
+67.79%
annualized · funding only
⚠Execution Cost
−$44.13
entry + exit fees
⏱Payback
2.4d
to break even
◧24h Volume
Phemex$16.26MAftermath$219.3KLoading 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 (−$44.13 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.