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updated 3:49:43 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+137.57%
3d Period Avg+67.05%
LONG Gate.io · now
+81.52%
3d avg:+16.90%
SHORT Aster · now
+219.10%
3d avg:+83.95%
Entry Spread Now
−0.027%
Eaten by executionL 0.03721 · S 0.03720−$2.69 if it converges
24h range −0.33%…+0.22% · median −0.10%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
+$35.27
+0.35%
$Avg Daily PnL
+$13.32
+0.1332%
★Best Day
+$23.24
Aug 15
◎Open Interest
Gate.io$196.7K
Aster$1.03M⚡Funding APR
+48.61%
annualized · funding only
⚠Execution Cost
−$18.00
entry + exit fees
⏱Payback
1.4d
to break even
◧24h Volume
Gate.io$14.9KAster$15.4KLoading 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.