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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 ~65d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+1.09%
7d Period Avg+7.74%
swing±6.55%
LONG Binance Futures · now
+9.87%
7d avg:+3.22%
SHORT Aster · now
+10.96%
7d avg:+10.96%
Entry Spread Now
+0.037%
Eaten by executionL 13.0220 · S 13.0269+$3.73 if it converges
24h range −0.26%…+0.21% · median +0.04%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$5.59
−0.06%
$Avg Daily PnL
+$1.99
+0.0199%
★Best Day
+$3.97
Oct 9
◎Open Interest
⚡Funding APR
+7.26%
annualized · funding only
⚠Execution Cost
−$19.51
entry + exit fees
⏱Payback
9.8d
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 (−$19.51 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.