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updated 10:37:58 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+121.27%
30d Period Avg+42.06%
LONG Aster · now
−64.19%
30d avg:−21.69%
SHORT BloFin · now
+57.08%
30d avg:+20.37%
Entry Spread Now
−0.068%
Eaten by executionL 0.01300 · S 0.01299−$6.77 if it converges
24h range −1.54%…+0.29% · median −0.09%
Long pays every1hShort pays every4h
LONGmaker0.010%/taker0.040%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$311.67
+3.12%
$Avg Daily PnL
+$10.70
+0.1070%
★Best Day
+$21.50
Aug 15
◎Open Interest
Aster$14.8K
BloFin$458.6K⚡Funding APR
+39.05%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
1.9d
to break even
◧24h Volume
Aster$28.0KBloFin$72.4KLoading 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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.