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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 ~10d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+11.69%
3d Period Avg+4.68%
swing±13.99%
LONG Aster · nowCLUSDT
−11.69%
3d avg:−7.01%
SHORT HTX · nowUSOIL-USDT
+0.00%
3d avg:−2.33%
Entry Spread Now
−0.043%
Against youL ask 93.2200 · S bid 93.1800−$4.29 at entry
24h range −0.62%…+0.19% · median −0.04%
Long pays every4hShort pays every4h
LONGmaker0.010%/taker0.040%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$30.07
−0.30%
$Avg Daily PnL
+$1.17
+0.0117%
★Best Day
+$2.57
Sep 27
◎Open Interest
⚡Funding APR
+4.28%
annualized · funding only
⚠Execution Cost
−$33.59
entry + exit fees
⏱Payback
28.6d
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 + live L2 orderbook slippage on both legs (−$33.59 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.