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updated —TAO 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
+26.22%
7d Period Avg+22.62%
swing±23.71%
LONG Phemex · now
−15.26%
7d avg:−11.85%
SHORT Aster · now
+10.96%
7d avg:+10.77%
Entry Spread Now
+0.108%
Eaten by executionL 207.3600 · S 207.5831+$10.76 if it converges
24h range −0.32%…+0.33% · median +0.04%
Long pays every4hShort pays every4h
LONGmaker0.010%/taker0.060%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
+$16.25
+0.16%
$Avg Daily PnL
+$6.19
+0.0619%
★Best Day
+$17.03
Nov 8
◎Open Interest
Phemex$2.32M
Aster$725.8K⚡Funding APR
+22.60%
annualized · funding only
⚠Execution Cost
−$27.10
entry + exit fees
⏱Payback
4.4d
to break even
◧24h Volume
Phemex$7.43MAster$2.30MLoading 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 (−$27.10 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.