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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
+0.00%
3d Period Avg+19.60%
swing±28.74%
LONG Aster · now
+0.00%
3d avg:−18.61%
SHORT Variational · now
+0.00%
3d avg:+0.99%
Entry Spread Now
+0.113%
In your favorL 98.7304 · S 98.8419+$11.30 if it converges
24h range −0.02%…+0.14% · median +0.07%
Long pays every8hShort pays every8h
LONGmaker0.010%/taker0.040%SHORTmaker0%/taker0%
Loading Funding History…
↗Total PnL
+$5.45
+0.05%
$Avg Daily PnL
+$4.48
+0.0448%
★Best Day
+$6.60
Sep 27
◎Open Interest
⚡Funding APR
+16.36%
annualized · funding only
⚠Execution Cost
−$8.00
entry + exit fees
⏱Payback
1.8d
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 (−$8.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.