← Back to Screener
updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~19d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+2.58%
7d Period Avg+6.49%
swing±22.84%
LONG Variational · now
−2.58%
7d avg:+13.39%
SHORT Aster · now
+0.00%
7d avg:+19.88%
Entry Spread Now
+0.100%
In your favorL 88.8197 · S 88.9085+$10.00 if it converges
24h range −0.34%…+0.50% · median −0.01%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$1.02
−0.01%
$Avg Daily PnL
+$1.78
+0.0178%
★Best Day
+$6.30
Sep 26
◎Open Interest
Variational$2.64M
Aster$1.22M⚡Funding APR
+6.49%
annualized · funding only
⚠Execution Cost
−$13.46
entry + exit fees
⏱Payback
7.6d
to break even
◧24h Volume
Variational$916.1KAster$335.9KLoading 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 (−$13.46 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.