← Back to Screener
updated 8:00:06 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
3d Period Avg+0.00%
LONG OKX · nowASML-USDT-SWAP
+0.00%
3d avg:+0.00%
SHORT Aster · now
+0.00%
3d avg:+0.00%
Entry Spread Now
+0.070%
Eaten by executionL 1,885.27 · S 1,886.6+$7.05 if it converges
24h range −0.37%…+0.20% · median −0.07%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$18.00
−0.18%
$Avg Daily PnL
+$0.00
+0.0000%
★Best Day
+$0.00
Aug 15
◎Open Interest
OKX$621.6K
Aster$26.9K⚡Funding APR
+0.00%
annualized · funding only
⚠Execution Cost
−$18.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
OKX$400.0KAster$3.4KLoading 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.