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updated 2:13:53 PMFunding Arbitrage Backtester
Size$
R-trip cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+77.84%
1d Period Avg+66.18%
LONG Aster · now
−66.88%
1d avg:−56.76%
SHORT KuCoin · nowAEROUSDTM
+10.96%
1d avg:+9.42%
Entry Spread Now
−0.034%
Eaten by executionL 0.4881 · S 0.4879−$3.43 if it converges
24h range −0.67%…+1.36% · median −0.01%
Long pays every1hShort pays every4h
LONGmaker0.010%/taker0.040%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$0.10
+0.00%
$Avg Daily PnL
+$10.05
+0.1005%
★Best Day
+$14.41
Jul 17
◎Open Interest
⚡Funding APR
+36.67%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
2.0d
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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.