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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%
7d Period Avg+9.80%
swing±15.09%
LONG Binance Futures · now
+10.96%
7d avg:+10.96%
SHORT Aster · now
+10.96%
7d avg:+20.76%
Entry Spread Now
+0.063%
Eaten by executionL 3.6424 · S 3.6447+$6.28 if it converges
24h range −0.32%…+0.40% · median +0.09%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$9.26
−0.09%
$Avg Daily PnL
+$2.68
+0.0268%
★Best Day
+$7.07
Oct 7
◎Open Interest
⚡Funding APR
+9.79%
annualized · funding only
⚠Execution Cost
−$28.04
entry + exit fees
⏱Payback
10.4d
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 (−$28.04 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.