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updated 8:00:29 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−49.66%
3d Period Avg−26.80%
LONG Extended · now
−85.03%
3d avg:+40.48%
SHORT Aster · now
−134.69%
3d avg:+13.68%
Entry Spread Now
+0.228%
In your favorL ask 1,215.44 · S bid 1,218.21+$22.79 at entry
24h range −0.63%…+0.78% · median +0.16%
Long pays every1hShort pays every4h
LONGmaker0%/taker0.025%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$22.63
−0.23%
$Avg Daily PnL
−$0.91
−0.0091%
★Best Day
−$0.58
Aug 16
◎Open Interest
Extended$486.9K
Aster$959.1K⚡Funding APR
−3.32%
annualized · funding only
⚠Execution Cost
−$18.99
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Extended$476.5KAster$6.31MLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (−$18.99 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.