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updated 4:01:56 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+88.05%
3d Period Avg+50.36%
LONG Aster · now
−58.03%
3d avg:−7.71%
SHORT MEXC · now
+30.02%
3d avg:+42.65%
Entry Spread Now
+0.041%
Eaten by executionL 0.08546 · S 0.08550+$4.10 if it converges
24h range −0.47%…+0.11% · median −0.14%
Long pays every1hShort pays every4h
LONGmaker0.010%/taker0.040%SHORTmaker0%/taker0.010%
Loading Funding History…
↗Total PnL
+$39.22
+0.39%
$Avg Daily PnL
+$12.30
+0.1230%
★Best Day
+$20.06
Aug 16
◎Open Interest
Aster$74.8K
MEXC$430.3K⚡Funding APR
+44.91%
annualized · funding only
⚠Execution Cost
−$10.00
entry + exit fees
⏱Payback
19.4h
to break even
◧24h Volume
Aster$9.2KMEXC$257.2KLoading 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 (−$10.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.