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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
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
7d Period Avg+14.38%
swing±15.91%
LONG Aster · now
+0.00%
7d avg:+0.00%
SHORT Variational · now
+0.00%
7d avg:+14.38%
Entry Spread Now
−0.156%
Against youL 352.9543 · S 352.4025−$15.63 if it converges
24h range −0.35%…+0.14% · median −0.03%
Long pays every8hShort pays every8h
LONGmaker0.010%/taker0.040%SHORTmaker0%/taker0%
Loading Funding History…
↗Total PnL
+$19.70
+0.20%
$Avg Daily PnL
+$3.96
+0.0396%
★Best Day
+$8.38
Sep 24
◎Open Interest
⚡Funding APR
+14.44%
annualized · funding only
⚠Execution Cost
−$8.00
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 (−$8.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.