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updated 2:40:30 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+108.72%
30d Period Avg+47.04%
LONG Bybit · now
+10.96%
30d avg:+23.52%
SHORT Aster · now
+119.68%
30d avg:+70.56%
Entry Spread Now
+0.025%
Eaten by executionL 12.7490 · S 12.7521+$2.46 if it converges
24h range −0.53%…+0.32% · median −0.18%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.055%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
+$368.00
+3.68%
$Avg Daily PnL
+$12.48
+0.1248%
★Best Day
+$31.96
Aug 7
◎Open Interest
⚡Funding APR
+45.57%
annualized · funding only
⚠Execution Cost
−$19.00
entry + exit fees
⏱Payback
1.5d
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.