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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 ~11d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+70.05%
3d Period Avg+20.97%
swing±20.44%
LONG Binance Futures · now
+10.96%
3d avg:+10.96%
SHORT Aster · now
+81.01%
3d avg:+31.93%
Entry Spread Now
−0.418%
Eaten by executionL 0.1529 · S 0.1523−$41.83 if it converges
24h range −0.60%…+0.75% · median +0.07%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$203.30
−2.03%
$Avg Daily PnL
+$5.65
+0.0565%
★Best Day
+$9.00
Oct 1
◎Open Interest
⚡Funding APR
+20.63%
annualized · funding only
⚠Execution Cost
−$220.25
entry + exit fees
⏱Payback
1.3mo
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 (−$220.25 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.