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updated 4:32:15 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+207.83%
3d Period Avg+58.52%
LONG Aster · now
−206.52%
3d avg:−52.45%
SHORT Toobit · nowONT-SWAP-USDT
+1.31%
3d avg:+6.07%
Entry Spread Now
+0.662%
In your favorL 0.03896 · S 0.03922+$66.16 if it converges
24h range −1.33%…+0.45% · median −0.12%
Long pays every1hShort pays every4h
LONGmaker0.010%/taker0.040%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$19.15
+0.19%
$Avg Daily PnL
+$9.79
+0.0979%
★Best Day
+$16.64
Aug 16
◎Open Interest
⚡Funding APR
+35.72%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
2.0d
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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.