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updated 2:11:47 PMFunding Arbitrage Backtester
Size$
R-trip cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+111.77%
7d Period Avg+129.28%
LONG BloFin · now
−100.81%
7d avg:−23.88%
SHORT Aster · now
+10.96%
7d avg:+105.40%
Entry Spread Now
+0.202%
In your favorL 34.6600 · S 34.7300+$20.20 if it converges
24h range −1.48%…+1.87% · median +0.20%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
+$227.76
+2.28%
$Avg Daily PnL
+$30.97
+0.3097%
★Best Day
+$54.23
Jul 12
◎Open Interest
⚡Funding APR
+113.04%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
15.6h
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.