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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−25.90%
swing±111.98%
LONG HTX · now
+10.96%
7d avg:+61.06%
SHORT Aster · now
+10.96%
7d avg:+35.16%
Entry Spread Now
−0.038%
Eaten by executionL 549.5700 · S 549.3600−$3.82 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
−$148.60
−1.49%
$Avg Daily PnL
−$7.09
−0.0709%
★Best Day
+$15.02
Sep 25
◎Open Interest
⚡Funding APR
−25.88%
annualized · funding only
⚠Execution Cost
−$98.96
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 (−$98.96 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.