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updated 11:57:03 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.7d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+20.88%
3d Period Avg+2.39%
LONG CoinW · now
−9.92%
3d avg:+8.57%
SHORT Aster · now
+10.96%
3d avg:+10.96%
Entry Spread Now
−0.022%
Eaten by executionL 0.004469 · S 0.004468−$2.24 if it converges
24h range −0.18%…+0.31% · median +0.04%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$25.75
−0.26%
$Avg Daily PnL
+$0.24
+0.0024%
★Best Day
+$1.91
Aug 16
◎Open Interest
CoinW—
Aster$78.7K⚡Funding APR
+0.88%
annualized · funding only
⚠Execution Cost
−$26.71
entry + exit fees
⏱Payback
3.7mo
to break even
◧24h Volume
CoinW—Aster$13.6KLoading 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 (−$26.71 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.