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updated 8:58:51 AMFunding Arbitrage Backtester
Size$
R-trip cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.51%
3d Period Avg+6.35%
LONG Aster · now
+10.96%
3d avg:+4.83%
SHORT BloFin · now
+11.47%
3d avg:+11.18%
Entry Spread Now
−0.289%
Against youL 0.1284 · S 0.1280−$28.89 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
−$14.23
−0.14%
$Avg Daily PnL
+$1.44
+0.0144%
★Best Day
+$2.93
Aug 2
◎Open Interest
⚡Funding APR
+5.27%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
13.8d
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.