Funding Arbitrage Backtester

updated 4:32:13 PM

Size$

R-trip cost

Funding ArbitrageLooking at price convergence? → /price-pair

Net Funding APR · Now

+42.30%

30d Avg—

LONG BingX

−31.34%

30d: —

SHORT Aster

+10.96%

30d: —

Long pays every4hShort pays every1h

LONGmaker0.020%/taker0.050%SHORTmaker0.010%/taker0.040%

Loading Funding History…

↗Total PnL

+$47.56

+0.48%

$Avg Daily PnL

+$4.57

+0.0457%

∑Funding PnL

+$141.56

before cost

%Win Rate

58.1%

positive days

★Best Day

+$25.24

May 6

◎Open Interest

BingX$6.44M

Aster$1.25M

⚡APR

+5.60%

annualized

⚠Execution Cost

−$94.00

entry + exit fees

⏱Payback

20.6d

to break even

⤓Max Drawdown

−$45.24

peak → trough

✕Worst Day

−$12.56

Apr 22

◧24h Volume

BingX$7.55M

Aster$228.0K

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 (−$94.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.