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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+21.78%
swing±29.35%
LONG HTX · now
+10.96%
3d avg:−11.59%
SHORT Aster · now
+10.96%
3d avg:+10.19%
Entry Spread Now
−0.031%
Against youL ask 1,577.77 · S bid 1,577.28−$3.11 at entry
24h range −0.06%…+0.64% · median +0.12%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$9.49
−0.09%
$Avg Daily PnL
+$5.96
+0.0596%
★Best Day
+$15.01
Sep 27
◎Open Interest
⚡Funding APR
+21.76%
annualized · funding only
⚠Execution Cost
−$27.38
entry + exit fees
⏱Payback
4.6d
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 (−$27.38 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.