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updated 11:57:01 AMFunding 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
+37.69%
3d Period Avg+23.60%
LONG Aster · now
+10.96%
3d avg:−17.82%
SHORT KuCoin · nowIDUSDTM
+48.65%
3d avg:+5.78%
Entry Spread Now
+0.152%
In your favorL 0.02857 · S 0.02861+$15.21 if it converges
24h range −0.28%…+0.58% · median +0.11%
Long pays every1hShort pays every4h
LONGmaker0.010%/taker0.040%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$2.50
+0.02%
$Avg Daily PnL
+$5.62
+0.0562%
★Best Day
+$15.05
Aug 14
◎Open Interest
Aster$4.8K
KuCoin$3.10M⚡Funding APR
+20.53%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
3.6d
to break even
◧24h Volume
Aster$4.1KKuCoin$49.4KLoading 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.