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updated 2:33:12 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+15.05%
3d Period Avg+27.71%
LONG Aster · now
−4.09%
3d avg:−21.97%
SHORT OKX · nowSAND-USDT-SWAP
+10.96%
3d avg:+5.74%
Entry Spread Now
−0.196%
Against youL 0.04015 · S 0.04007−$19.57 if it converges
24h range −1.24%…+0.70% · median −0.05%
Long pays every1hShort pays every8h
LONGmaker0.010%/taker0.040%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$1.49
−0.01%
$Avg Daily PnL
+$4.13
+0.0413%
★Best Day
+$5.94
Aug 15
◎Open Interest
Aster$2.5K
OKX$1.26M⚡Funding APR
+15.06%
annualized · funding only
⚠Execution Cost
−$18.00
entry + exit fees
⏱Payback
4.4d
to break even
◧24h Volume
Aster$3.1KOKX$2.25MLoading 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 (−$18.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.