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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 ~2.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+37.95%
3d Period Avg+17.68%
swing±32.52%
LONG Gate.io · now
+10.96%
3d avg:+19.71%
SHORT Aster · now
+48.91%
3d avg:+37.39%
Entry Spread Now
+0.057%
Eaten by executionL 0.02063 · S 0.02064+$5.66 if it converges
24h range −0.34%…+0.20% · median −0.01%
Long pays every4hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$8.48
−0.08%
$Avg Daily PnL
+$4.84
+0.0484%
★Best Day
+$4.94
Sep 29
◎Open Interest
⚡Funding APR
+17.67%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
4.8d
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 (−$23.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.