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updated 11:04:51 AMFunding Arbitrage Backtester
Size$
R-trip cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+210.49%
3d Period Avg+1.25%
LONG Bitunix · now
−210.49%
3d avg:−3.46%
SHORT Aster · now
+0.00%
3d avg:−2.21%
Entry Spread Now
−0.105%
Eaten by executionL 925.8100 · S 924.8398−$10.48 if it converges
24h range −1.03%…+0.41% · median −0.05%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$26.61
−0.27%
$Avg Daily PnL
+$0.26
+0.0026%
★Best Day
+$0.63
Jul 23
◎Open Interest
⚡Funding APR
+0.94%
annualized · funding only
⚠Execution Cost
−$27.64
entry + exit fees
⏱Payback
3.6mo
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 (−$27.64 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.