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updated 9:08:26 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−59.24%
3d Period Avg−2.10%
LONG TxFlow · nowSAMSUNG
+10.96%
3d avg:+10.46%
SHORT Aster · nowSAMSUNGUSDT
−48.28%
3d avg:+8.36%
Entry Spread Now
+0.064%
Eaten by executionL 199.7600 · S 199.8875+$6.38 if it converges
24h range −0.82%…+0.54% · median +0.09%
Long pays every1hShort pays every4h
LONGmaker0.015%/taker0.045%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$24.34
−0.24%
$Avg Daily PnL
−$1.84
−0.0184%
★Best Day
−$0.25
Aug 14
◎Open Interest
⚡Funding APR
−6.70%
annualized · funding only
⚠Execution Cost
−$17.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Loading 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 (−$17.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.