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updated 2:11:17 PMFunding Arbitrage Backtester
Size$
R-trip cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+184.60%
1d Period Avg−174.24%
LONG Gate.io · now
−198.55%
1d avg:−3.30%
SHORT Aster · now
−13.95%
1d avg:−177.54%
Entry Spread Now
+0.217%
In your favorL 0.03578 · S 0.03586+$21.70 if it converges
24h range −0.81%…+1.05% · median +0.26%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$61.85
−0.62%
$Avg Daily PnL
−$21.92
−0.2192%
★Best Day
−$21.01
Jul 16
◎Open Interest
⚡Funding APR
−80.02%
annualized · funding only
⚠Execution Cost
−$18.00
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 (−$18.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.