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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
−29.30%
7d Period Avg−4.18%
swing±25.70%
LONG HTX · now
−29.61%
7d avg:−8.83%
SHORT Aster · now
−58.91%
7d avg:−13.01%
Entry Spread Now
−0.023%
Eaten by executionL 0.3329 · S 0.3329−$2.28 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
−$31.14
−0.31%
$Avg Daily PnL
−$1.14
−0.0114%
★Best Day
+$5.05
Sep 21
◎Open Interest
⚡Funding APR
−4.18%
annualized · funding only
⚠Execution Cost
−$23.13
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 (−$23.13 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.