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updated 11:15:25 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~7.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+9.98%
1d Period Avg−4.05%
LONG Aster · now
−6.58%
1d avg:−1.82%
SHORT BloFin · now
+3.39%
1d avg:−5.87%
Entry Spread Now
−0.083%
Eaten by executionL 0.0008802 · S 0.0008795−$8.29 if it converges
24h range −1.34%…+0.57% · median −0.09%
Long pays every1hShort pays every4h
LONGmaker0.010%/taker0.040%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$21.75
−0.22%
$Avg Daily PnL
−$0.87
−0.0087%
★Best Day
+$0.84
Aug 16
◎Open Interest
Aster$14.5K
BloFin$745.2K⚡Funding APR
−3.19%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Aster$102.2KBloFin$387.8KLoading 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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.