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updated 4:33:30 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+36.04%
3d Period Avg+25.72%
LONG Hotcoin · now
+5.48%
3d avg:+10.18%
SHORT Aster · now
+41.52%
3d avg:+35.90%
Entry Spread Now
+0.086%
Eaten by executionL 0.001022 · S 0.001023+$8.61 if it converges
24h range −1.36%…+0.88% · median −0.01%
Long pays every8hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
+$0.20
+0.00%
$Avg Daily PnL
+$5.05
+0.0505%
★Best Day
+$12.57
Aug 15
◎Open Interest
Hotcoin$609.0K
Aster$85.5K⚡Funding APR
+18.43%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
4.0d
to break even
◧24h Volume
Hotcoin—Aster$18.7KLoading 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.