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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+11.64%
swing±23.60%
LONG grvt · nowKPEPE_USDT_Perp
+10.96%
7d avg:+11.88%
SHORT Aster · now
+10.96%
7d avg:+23.52%
Entry Spread Now
+0.133%
Eaten by executionL 0.004328 · S 0.004334+$13.34 if it converges
24h range −0.31%…+0.43% · median +0.03%
Long pays every8hShort pays every8h
LONGmaker0.010%/taker0.050%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$17.19
−0.17%
$Avg Daily PnL
+$3.19
+0.0319%
★Best Day
+$8.37
Sep 22
◎Open Interest
⚡Funding APR
+11.63%
annualized · funding only
⚠Execution Cost
−$39.49
entry + exit fees
⏱Payback
12.4d
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 (−$39.49 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.