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updated 7:19:37 PMFunding Arbitrage Backtester
Size$
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
−10.96%
3d Period Avg−10.96%
LONG Gate.io · now
+10.96%
3d avg:+10.96%
SHORT Aster · now
+0.00%
3d avg:+0.00%
Entry Spread Now
−0.012%
NeutralL 353.4700 · S 353.4276
24h range −0.13%…+0.37% · median +0.05%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$27.00
−0.27%
$Avg Daily PnL
−$3.00
−0.0300%
★Best Day
−$3.00
Aug 15
◎Open Interest
⚡Funding APR
−10.95%
annualized · funding only
⚠Execution Cost
−$18.00
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 (−$18.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.