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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
+44.48%
7d Period Avg+2.15%
swing±17.47%
LONG Aster · now
−58.91%
7d avg:−10.92%
SHORT Phemex · now
−14.43%
7d avg:−8.77%
Entry Spread Now
+0.077%
Eaten by executionL 0.3329 · S 0.3331+$7.73 if it converges
24h range −0.06%…+0.14% · median +0.03%
Long pays every8hShort pays every8h
LONGmaker0.010%/taker0.040%SHORTmaker0.010%/taker0.060%
Loading Funding History…
↗Total PnL
−$22.27
−0.22%
$Avg Daily PnL
+$1.30
+0.0130%
★Best Day
+$3.38
Sep 27
◎Open Interest
Aster$916.8K
Phemex$3.65M⚡Funding APR
+4.74%
annualized · funding only
⚠Execution Cost
−$31.37
entry + exit fees
⏱Payback
24.1d
to break even
◧24h Volume
Aster$94.5KPhemex$889.5KLoading 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 (−$31.37 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.