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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.2d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+11.46%
3d Period Avg+9.53%
swing±7.03%
LONG Aster · now
−6.48%
3d avg:−3.83%
SHORT Variational · now
+4.98%
3d avg:+5.70%
Entry Spread Now
+0.044%
In your favorL ask 91.4170 · S bid 91.4570+$4.38 at entry
24h range −0.30%…+0.20% · median −0.02%
Long pays every4hShort pays every8h
LONGmaker0.010%/taker0.040%SHORTmaker0%/taker0%
Loading Funding History…
↗Total PnL
−$1.83
−0.02%
$Avg Daily PnL
+$2.73
+0.0273%
★Best Day
+$3.10
Sep 26
◎Open Interest
Aster$5.27M
Variational$36.02M⚡Funding APR
+9.96%
annualized · funding only
⚠Execution Cost
−$10.01
entry + exit fees
⏱Payback
3.7d
to break even
◧24h Volume
Aster$15.71MVariational$47.15MLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (−$10.01 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.