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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+132.34%
30d Period Avg+70.10%
swing±71.54%
LONG Aster · now
−11.21%
30d avg:+5.87%
SHORT Crypto.com · nowSPKUSD-PERP
+121.14%
30d avg:+75.97%
Entry Spread Now
−0.236%
Against youL 0.02459 · S 0.02453−$23.62 if it converges
24h range −0.07%…+0.43% · median +0.15%
Long pays every4hShort pays every1h
LONGmaker0.010%/taker0.040%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$558.01
+5.58%
$Avg Daily PnL
+$19.20
+0.1920%
★Best Day
+$45.98
Sep 27
◎Open Interest
⚡Funding APR
+70.08%
annualized · funding only
⚠Execution Cost
−$18.00
entry + exit fees
⏱Payback
22.6h
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 (−$18.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.