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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
−151.15%
30d Period Avg−22.24%
swing±78.31%
LONG Bybit · now
+231.21%
30d avg:+67.63%
SHORT Aster · now
+80.06%
30d avg:+45.39%
Entry Spread Now
+0.016%
NeutralL 0.009738 · S 0.009740
24h range −0.61%…+0.48% · median −0.01%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.055%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$201.68
−2.02%
$Avg Daily PnL
−$6.09
−0.0609%
★Best Day
+$19.12
Sep 19
◎Open Interest
⚡Funding APR
−22.23%
annualized · funding only
⚠Execution Cost
−$19.00
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 + 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.