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updated 9:36:17 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+39.37%
3d Period Avg+16.85%
LONG LBank · now
−28.41%
3d avg:+33.68%
SHORT Aster · now
+10.96%
3d avg:+50.53%
Entry Spread Now
+0.142%
In your favorL 0.4551 · S 0.4557+$14.21 if it converges
24h range −3.03%…+3.47% · median +0.00%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
+$11.40
+0.11%
$Avg Daily PnL
+$7.85
+0.0785%
★Best Day
+$47.18
Aug 15
◎Open Interest
LBank—
Aster$525.5K⚡Funding APR
+28.65%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
2.5d
to break even
◧24h Volume
LBank$93.29MAster$2.82MLoading 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.