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updated 10:01:33 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~45d
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+56.02%
3d Period Avg+72.55%
LONG Aster · now
−13.95%
3d avg:−2.75%
SHORT N1 · now
+42.08%
3d avg:+69.80%
Entry Spread Now
+0.215%
Eaten by executionL 0.1678 · S 0.1682+$21.45 if it converges
24h range −0.20%…+0.54% · median +0.01%
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.040%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
−$628.75
−6.29%
$Avg Daily PnL
+$14.75
+0.1475%
★Best Day
+$28.65
Aug 15
◎Open Interest
Aster$47.4K
N1$23.6K⚡Funding APR
+53.85%
annualized · funding only
⚠Execution Cost
−$687.76
entry + exit fees
⏱Payback
1.6mo
to break even
◧24h Volume
Aster$29.3KN1$5.6KLoading 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 (−$687.76 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.