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updated 7:19:16 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+20.53%
3d Period Avg+0.73%
LONG Variational · now
−9.57%
3d avg:−0.61%
SHORT Aster · now
+10.96%
3d avg:+0.12%
Entry Spread Now
−0.007%
NeutralL 0.05402 · S 0.05402
24h range −0.05%…+0.49% · median +0.13%
Long pays every4hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$7.40
−0.07%
$Avg Daily PnL
+$0.15
+0.0015%
★Best Day
+$1.61
Aug 15
◎Open Interest
Variational$72.3K
Aster$36.1K⚡Funding APR
+0.55%
annualized · funding only
⚠Execution Cost
−$8.00
entry + exit fees
⏱Payback
1.8mo
to break even
◧24h Volume
Variational$10.5KAster$13.8KLoading 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 (−$8.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.