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updated 6:17:12 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+20.87%
30d Period Avg+3.16%
LONG Aster · now
−9.91%
30d avg:−4.79%
SHORT Bybit · now
+10.96%
30d avg:−1.63%
Entry Spread Now
−0.084%
Eaten by executionL 0.04288 · S 0.04284−$8.44 if it converges
24h range −0.35%…+0.60% · median −0.04%
Long pays every1hShort pays every8h
LONGmaker0.010%/taker0.040%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
−$0.32
+0.00%
$Avg Daily PnL
+$0.60
+0.0060%
★Best Day
+$5.25
Jul 30
◎Open Interest
Aster$4.2K
Bybit$1.95M⚡Funding APR
+2.20%
annualized · funding only
⚠Execution Cost
−$19.00
entry + exit fees
⏱Payback
1.1mo
to break even
◧24h Volume
Aster$2.1KBybit$309.3KLoading 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.