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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
−52.94%
3d Period Avg−31.02%
swing±15.37%
LONG HTX · now
−19.05%
3d avg:−1.12%
SHORT Aster · now
−71.99%
3d avg:−32.14%
Entry Spread Now
−0.079%
Eaten by executionL 0.3332 · S 0.3329−$7.88 if it converges
24h range −0.17%…+0.07% · median −0.02%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$52.49
−0.52%
$Avg Daily PnL
−$8.49
−0.0849%
★Best Day
−$3.19
Sep 28
◎Open Interest
⚡Funding APR
−31.00%
annualized · funding only
⚠Execution Cost
−$27.01
entry + exit fees
⏱Payback
never
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 (−$27.01 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.