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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 ~0.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+278.00%
30d Period Avg+33.04%
swing±56.37%
LONG Bybit · now
+10.96%
30d avg:+10.96%
SHORT Aster · now
+288.96%
30d avg:+44.00%
Entry Spread Now
−1.354%
Against youL 0.04894 · S 0.04828−$135.41 if it converges
24h range −1.41%…+0.52% · median −0.25%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.055%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
+$252.38
+2.52%
$Avg Daily PnL
+$9.05
+0.0905%
★Best Day
+$36.94
Sep 30
◎Open Interest
⚡Funding APR
+33.02%
annualized · funding only
⚠Execution Cost
−$19.00
entry + exit fees
⏱Payback
2.1d
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 (−$19.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.