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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 ~14d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+10.08%
3d Period Avg+22.22%
swing±14.07%
LONG Aster · now
+10.96%
3d avg:+10.96%
SHORT Coinbase International · nowSUI-PERP
+21.04%
3d avg:+33.18%
Entry Spread Now
−0.318%
Against youL 1.2732 · S 1.2691−$31.83 if it converges
24h range −0.34%…+0.66% · median +0.12%
Long pays every8hShort pays every1h
LONGmaker0.010%/taker0.040%SHORTmaker0.020%/taker0.040%
Loading Funding History…
↗Total PnL
−$17.55
−0.18%
$Avg Daily PnL
+$6.62
+0.0662%
★Best Day
+$9.07
Sep 25
◎Open Interest
⚡Funding APR
+24.18%
annualized · funding only
⚠Execution Cost
−$37.42
entry + exit fees
⏱Payback
5.7d
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 (−$37.42 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.