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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 ~2.4d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+27.81%
3d Period Avg+1.97%
swing±4.58%
LONG Hyperliquid · now
−16.85%
3d avg:+8.99%
SHORT Aster · now
+10.96%
3d avg:+10.96%
Entry Spread Now
+0.094%
In your favorL 0.9755 · S 0.9764+$9.43 if it converges
24h range −0.15%…+0.51% · median +0.04%
Long pays every1hShort pays every8h
LONGmaker0.015%/taker0.045%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$16.06
−0.16%
$Avg Daily PnL
+$0.84
+0.0084%
★Best Day
+$2.06
Oct 15
◎Open Interest
⚡Funding APR
+3.08%
annualized · funding only
⚠Execution Cost
−$18.59
entry + exit fees
⏱Payback
22.0d
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 (−$18.59 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.