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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
+0.00%
7d Period Avg+7.04%
swing±14.26%
LONG HTX · now
+10.96%
7d avg:+3.63%
SHORT Aster · now
+10.96%
7d avg:+10.67%
Entry Spread Now
+0.104%
Eaten by executionL 0.5469 · S 0.5475+$10.43 if it converges
24h range −0.71%…+1.52% · median +0.16%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$23.13
−0.23%
$Avg Daily PnL
+$1.93
+0.0193%
★Best Day
+$5.95
Sep 24
◎Open Interest
⚡Funding APR
+7.03%
annualized · funding only
⚠Execution Cost
−$36.61
entry + exit fees
⏱Payback
19.0d
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 (−$36.61 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.