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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 ~8.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+7.65%
3d Period Avg+9.58%
swing±4.80%
LONG Binance Futures · now
−14.06%
3d avg:−12.31%
SHORT Aster · now
−6.41%
3d avg:−2.73%
Entry Spread Now
−0.003%
NeutralL 0.004014 · S 0.004014
24h range −0.18%…+0.15% · median +0.01%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$8.58
−0.09%
$Avg Daily PnL
+$3.14
+0.0314%
★Best Day
+$3.73
Oct 10
◎Open Interest
⚡Funding APR
+11.46%
annualized · funding only
⚠Execution Cost
−$18.00
entry + exit fees
⏱Payback
5.7d
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 (−$18.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.