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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 ~0.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+117.82%
3d Period Avg+74.14%
swing±43.53%
LONG BloFin · now
+38.91%
3d avg:+14.12%
SHORT Aster · now
+156.73%
3d avg:+88.26%
Entry Spread Now
−0.017%
NeutralL 0.02646 · S 0.02646
24h range −0.57%…+0.14% · median −0.19%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
+$40.89
+0.41%
$Avg Daily PnL
+$20.30
+0.2030%
★Best Day
+$23.41
Sep 30
◎Open Interest
⚡Funding APR
+74.08%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
23.8h
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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.