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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 ~0.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+74.49%
3d Period Avg+15.18%
swing±34.87%
LONG Aster · now
−35.26%
3d avg:+5.98%
SHORT MEXC · now
+39.23%
3d avg:+21.16%
Entry Spread Now
+0.066%
In your favorL 0.1828 · S 0.1829+$6.65 if it converges
24h range −0.81%…+1.21% · median −0.01%
Long pays every4hShort pays every4h
LONGmaker0.010%/taker0.040%SHORTmaker0%/taker0.020%
Loading Funding History…
↗Total PnL
+$0.37
+0.00%
$Avg Daily PnL
+$4.12
+0.0412%
★Best Day
+$5.28
Sep 28
◎Open Interest
⚡Funding APR
+15.04%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
2.9d
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 (−$12.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.