← Back to Screener
updated 9:12:23 AMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+59.67%
1d Period Avg+68.42%
swing±50.21%
LONG Bybit · now
+10.96%
1d avg:+10.96%
SHORT Aster · now
+70.63%
1d avg:+79.38%
Entry Spread Now
−0.005%
NeutralL 0.06546 · S 0.06546
24h range −0.26%…+0.58% · median +0.12%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.055%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$0.27
+0.00%
$Avg Daily PnL
+$9.37
+0.0937%
★Best Day
+$12.53
Sep 17
◎Open Interest
Bybit$2.77M
Aster$11.8K⚡Funding APR
+34.19%
annualized · funding only
⚠Execution Cost
−$19.00
entry + exit fees
⏱Payback
2.0d
to break even
◧24h Volume
Bybit$223.4KAster$4.6KLoading 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 (−$19.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.