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updated 7:42:42 AMFunding Arbitrage Backtester
Size$
R-trip cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+34.27%
1d Period Avg+4.49%
LONG Aster · now
−22.06%
1d avg:+8.44%
SHORT BloFin · now
+12.21%
1d avg:+12.93%
Entry Spread Now
−0.064%
Eaten by executionL 0.1283 · S 0.1282−$6.36 if it converges
24h range −0.33%…+0.53% · median −0.15%
Long pays every1hShort pays every4h
LONGmaker0.010%/taker0.040%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$134.38
−1.34%
$Avg Daily PnL
+$1.97
+0.0197%
★Best Day
+$2.49
Aug 2
◎Open Interest
⚡Funding APR
+7.19%
annualized · funding only
⚠Execution Cost
−$138.32
entry + exit fees
⏱Payback
2.3mo
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 (−$138.32 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.