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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
3d Period Avg+3.66%
swing±17.31%
LONG Pionex · nowLIT_USDT_PERP
+10.96%
3d avg:−0.32%
SHORT Aster · now
+10.96%
3d avg:+3.34%
Entry Spread Now
+0.168%
In your favorL 4.5770 · S 4.5847+$16.79 if it converges
24h range −0.28%…+0.70% · median +0.08%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$24.56
−0.25%
$Avg Daily PnL
+$1.00
+0.0100%
★Best Day
+$4.40
Sep 25
◎Open Interest
⚡Funding APR
+3.66%
annualized · funding only
⚠Execution Cost
−$27.56
entry + exit fees
⏱Payback
27.5d
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 (−$27.56 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.