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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+22.90%
3d Period Avg+34.74%
swing±11.92%
LONG Gate.io · now
−11.94%
3d avg:−25.68%
SHORT Aster · now
+10.96%
3d avg:+9.06%
Entry Spread Now
+0.013%
NeutralL 290.2800 · S 290.3188
24h range −0.86%…+1.64% · median +0.08%
Long pays every8hShort pays every8h
LONGmaker-0.010%/taker0.075%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
+$5.53
+0.06%
$Avg Daily PnL
+$9.51
+0.0951%
★Best Day
+$9.90
Sep 29
◎Open Interest
⚡Funding APR
+34.71%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
2.4d
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 (−$23.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.