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updated 10:33:17 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+85.78%
30d Period Avg−12.40%
LONG BloFin · now
+6.86%
30d avg:+49.46%
SHORT Aster · now
+92.64%
30d avg:+37.06%
Entry Spread Now
+0.125%
In your favorL 1.8750 · S 1.8773+$12.51 if it converges
24h range −1.54%…+0.28% · median −0.20%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$121.10
−1.21%
$Avg Daily PnL
−$3.26
−0.0326%
★Best Day
+$37.85
Aug 11
◎Open Interest
BloFin$644.4K
Aster$26.4K⚡Funding APR
−11.90%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
BloFin$44.3KAster$16.7KLoading 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.