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updated 9:57:42 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+23.23%
3d Period Avg−7.00%
LONG Extended · now
−12.27%
3d avg:+3.09%
SHORT Aster · now
+10.96%
3d avg:−3.91%
Entry Spread Now
+0.224%
In your favorL 0.02136 · S 0.02140+$22.37 if it converges
24h range −0.20%…+2.29% · median +0.94%
Long pays every1hShort pays every1h
LONGmaker0%/taker0.025%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$18.26
−0.18%
$Avg Daily PnL
−$1.31
−0.0131%
★Best Day
+$0.03
Aug 15
◎Open Interest
Extended$84.9K
Aster$19.2K⚡Funding APR
−4.80%
annualized · funding only
⚠Execution Cost
−$13.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Extended$1.18MAster$6Loading 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 (−$13.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.