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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 ~41d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+30.83%
7d Period Avg+8.19%
swing±13.29%
LONG Binance Futures · now
+10.96%
7d avg:+10.96%
SHORT Aster · now
+41.79%
7d avg:+19.15%
Entry Spread Now
+0.118%
Eaten by executionL 0.1276 · S 0.1278+$11.79 if it converges
24h range −0.87%…+0.93% · median +0.13%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$331.49
−3.31%
$Avg Daily PnL
+$2.19
+0.0219%
★Best Day
+$4.47
Oct 10
◎Open Interest
⚡Funding APR
+7.99%
annualized · funding only
⚠Execution Cost
−$346.81
entry + exit fees
⏱Payback
5.3mo
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 (−$346.81 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.