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updated 4:28:56 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+55.56%
3d Period Avg+51.32%
LONG Aster · now
−44.60%
3d avg:−58.90%
SHORT Bybit · now
+10.96%
3d avg:−7.58%
Entry Spread Now
+0.076%
Eaten by executionL 0.04981 · S 0.04985+$7.58 if it converges
24h range −1.10%…+0.84% · median +0.11%
Long pays every1hShort pays every4h
LONGmaker0.010%/taker0.040%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
+$24.28
+0.24%
$Avg Daily PnL
+$10.82
+0.1082%
★Best Day
+$16.22
Aug 16
◎Open Interest
⚡Funding APR
+39.49%
annualized · funding only
⚠Execution Cost
−$19.00
entry + exit fees
⏱Payback
1.8d
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 (−$19.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.