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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 ~3.8d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+46.26%
3d Period Avg+66.50%
swing±37.26%
LONG Phemex · now
−25.90%
3d avg:−2.51%
SHORT Aftermath · now
+20.36%
3d avg:+63.99%
Entry Spread Now
−0.145%
Against youL ask 0.9977 · S bid 0.9962−$14.53 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
+$10.35
+0.10%
$Avg Daily PnL
+$19.56
+0.1956%
★Best Day
+$29.22
Oct 16
◎Open Interest
Phemex$13.81M
Aftermath$136.7K⚡Funding APR
+71.39%
annualized · funding only
⚠Execution Cost
−$48.33
entry + exit fees
⏱Payback
2.5d
to break even
◧24h Volume
Phemex$16.25MAftermath$225.2KLoading 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 (−$48.33 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.