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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 ~0.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+105.10%
30d Period Avg+23.47%
swing±59.33%
LONG Aster · now
+64.09%
30d avg:+30.30%
SHORT Gate.io · now
+169.18%
30d avg:+53.77%
Entry Spread Now
−0.131%
Against youL 0.001530 · S 0.001528−$13.07 if it converges
24h range −0.59%…+0.18% · median −0.23%
Long pays every4hShort pays every4h
LONGmaker0.010%/taker0.040%SHORTmaker-0.010%/taker0.075%
Loading Funding History…
↗Total PnL
+$170.26
+1.70%
$Avg Daily PnL
+$6.44
+0.0644%
★Best Day
+$43.20
Sep 28
◎Open Interest
⚡Funding APR
+23.51%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
3.6d
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 (−$23.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.