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updated 2:07:06 PMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+86.26%
30d Period Avg+85.46%
swing±31.15%
LONG Aster · now
−64.34%
30d avg:−63.54%
SHORT CoinW · now
+21.92%
30d avg:+21.92%
Entry Spread Now
−2.045%
Against youL 0.4124 · S 0.4040−$204.48 if it converges
24h range −0.42%…+0.71% · median −0.00%
Long pays every1hShort pays every4h
LONGmaker0.010%/taker0.040%SHORTmaker0.020%/taker0.060%
Limited funding history — chart clipped to available data
- Aster (Long): data starts Aug 25, 2026 (8d available out of 30d requested)
- CoinW (Short): live data only — historical backfill pending (depth grows organically as we ingest)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Sparse settlements: long 26%, short 1% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
+$28.27
+0.28%
$Avg Daily PnL
+$5.36
+0.0536%
★Best Day
+$30.05
Aug 30
◎Open Interest
Aster$918.0K
CoinW—⚡Funding APR
+19.57%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
3.7d
to break even
◧24h Volume
Aster$3.62MCoinW—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.