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updated 4:31:13 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+25.65%
3d Period Avg+23.24%
LONG Aster · now
+59.50%
3d avg:+24.37%
SHORT CoinW · now
+85.16%
3d avg:+47.61%
Entry Spread Now
−0.031%
Eaten by executionL 0.01460 · S 0.01459−$3.10 if it converges
24h range −0.45%…+0.65% · median +0.09%
Long pays every1hShort pays every4h
LONGmaker0.010%/taker0.040%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$12.45
−0.12%
$Avg Daily PnL
+$1.89
+0.0189%
★Best Day
+$6.94
Aug 17
◎Open Interest
Aster$5.6K
CoinW—⚡Funding APR
+6.89%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
10.6d
to break even
◧24h Volume
Aster$18.2KCoinW—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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.