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updated 1:19:18 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~39d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+1.67%
30d Period Avg+14.93%
LONG Aster · now
+9.29%
30d avg:−21.81%
SHORT OKX · nowSAND-USDT-SWAP
+10.96%
30d avg:−6.88%
Entry Spread Now
−0.072%
Eaten by executionL 0.03985 · S 0.03982−$7.17 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
+$66.33
+0.66%
$Avg Daily PnL
+$2.72
+0.0272%
★Best Day
+$8.78
Jul 23
◎Open Interest
Aster$2.4K
OKX$1.21M⚡Funding APR
+9.93%
annualized · funding only
⚠Execution Cost
−$18.00
entry + exit fees
⏱Payback
6.6d
to break even
◧24h Volume
Aster$3.1KOKX$2.12MLoading 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.