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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%
3d Period Avg+7.61%
swing±22.82%
LONG HTX · now
+10.96%
3d avg:+10.96%
SHORT Aster · now
+10.96%
3d avg:+18.57%
Entry Spread Now
−0.080%
Eaten by executionL 550.8400 · S 550.4000−$7.99 if it converges
24h range −0.50%…+0.17% · median −0.06%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$104.85
−1.05%
$Avg Daily PnL
+$2.08
+0.0208%
★Best Day
+$6.25
Sep 25
◎Open Interest
⚡Funding APR
+7.60%
annualized · funding only
⚠Execution Cost
−$111.10
entry + exit fees
⏱Payback
1.8mo
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 (−$111.10 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.