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updated 8:01:47 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~8.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+8.17%
3d Period Avg+8.80%
LONG OKX · nowMETIS-USDT-SWAP
+2.79%
3d avg:+1.02%
SHORT Aster · now
+10.96%
3d avg:+9.82%
Entry Spread Now
+0.376%
In your favorL 2.3460 · S 2.3548+$37.64 if it converges
24h range −0.32%…+0.34% · median +0.11%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$10.80
−0.11%
$Avg Daily PnL
+$1.80
+0.0180%
★Best Day
+$4.64
Aug 16
◎Open Interest
OKX$213.7K
Aster$4.3K⚡Funding APR
+6.57%
annualized · funding only
⚠Execution Cost
−$18.00
entry + exit fees
⏱Payback
10.0d
to break even
◧24h Volume
OKX$114.4KAster$1.2KLoading 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 (−$18.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.