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updated 8:36:53 PMFunding Arbitrage Backtester
Size$
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+7.70%
LONG LBank · now
+10.96%
3d avg:+3.21%
SHORT Aster · now
+10.96%
3d avg:+10.91%
Entry Spread Now
+0.028%
Eaten by executionL 0.1039 · S 0.1039+$2.78 if it converges
24h range −0.49%…+0.69% · median +0.04%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$13.49
−0.13%
$Avg Daily PnL
+$1.63
+0.0163%
★Best Day
+$3.18
Aug 17
◎Open Interest
LBank—
Aster$269.3K⚡Funding APR
+5.94%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
12.3d
to break even
◧24h Volume
LBank$2.15MAster$51.7KLoading 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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.