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updated 7:19:58 PMFunding Arbitrage Backtester
Size$
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
+73.63%
3d Period Avg+23.18%
LONG Extended · now
−73.63%
3d avg:−23.18%
SHORT Aster · now
+0.00%
3d avg:+0.00%
Entry Spread Now
+0.106%
In your favorL 987.9284 · S 988.9800+$10.64 if it converges
24h range −1.21%…+0.43% · median +0.06%
Long pays every1hShort pays every8h
LONGmaker0%/taker0.025%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
+$12.34
+0.12%
$Avg Daily PnL
+$6.34
+0.0633%
★Best Day
+$23.94
Aug 17
◎Open Interest
Extended$3.4K
Aster$2.7K⚡Funding APR
+23.12%
annualized · funding only
⚠Execution Cost
−$13.00
entry + exit fees
⏱Payback
2.0d
to break even
◧24h Volume
Extended$146.7KAster$3.7KLoading 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 (−$13.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.