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updated 12:39:28 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+299.31%
3d Period Avg−83.23%
LONG Aster · now
−226.31%
3d avg:+101.08%
SHORT Toobit · nowCYS-SWAP-USDT
+73.00%
3d avg:+17.85%
Entry Spread Now
−0.115%
Against youL 0.6962 · S 0.6954−$11.49 if it converges
24h range −8.68%…+14.40% · median −0.12%
Long pays every1hShort pays every4h
LONGmaker0.010%/taker0.040%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$85.48
−0.85%
$Avg Daily PnL
−$16.37
−0.1637%
★Best Day
+$27.47
Aug 16
◎Open Interest
⚡Funding APR
−59.75%
annualized · funding only
⚠Execution Cost
−$20.00
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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.