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updated —Funding Arbitrage Backtester
Size per leg$
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
−9.35%
3d Period Avg+84.87%
swing±177.95%
LONG Aster · now
+20.31%
3d avg:+36.46%
SHORT MEXC · now
+10.96%
3d avg:+121.33%
Entry Spread Now
−0.139%
Against youL 0.2322 · S 0.2319−$13.85 if it converges
24h range −0.86%…+0.81% · median −0.10%
Long pays every1hShort pays every4h
LONGmaker0.010%/taker0.040%SHORTmaker0%/taker0.020%
Loading Funding History…
↗Total PnL
+$0.31
+0.00%
$Avg Daily PnL
+$4.10
+0.0410%
★Best Day
+$30.85
Oct 1
◎Open Interest
⚡Funding APR
+14.97%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
2.9d
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 (−$12.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.