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updated 10:32:29 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~6.2d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+11.40%
3d Period Avg−2.42%
LONG Aster · now
+0.00%
3d avg:+13.37%
SHORT Extended · now
+11.40%
3d avg:+10.95%
Entry Spread Now
−0.188%
Against youL ask 0.6023 · S bid 0.6012−$18.76 at entry
24h range −0.28%…−0.11% · median −0.18%
Long pays every4hShort pays every1h
LONGmaker0.010%/taker0.040%SHORTmaker0%/taker0.025%
Loading Funding History…
↗Total PnL
−$21.24
−0.21%
$Avg Daily PnL
−$0.50
−0.0050%
★Best Day
+$0.65
Aug 14
◎Open Interest
⚡Funding APR
−1.83%
annualized · funding only
⚠Execution Cost
−$19.24
entry + exit fees
⏱Payback
never
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 + live L2 orderbook slippage on both legs (−$19.24 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.