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updated 8:33:27 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+18.37%
3d Period Avg−35.81%
LONG Aster · now
+26.77%
3d avg:+55.96%
SHORT LBank · now
+45.14%
3d avg:+20.15%
Entry Spread Now
−0.038%
Eaten by executionL 0.2638 · S 0.2637−$3.79 if it converges
24h range −0.10%…+0.85% · median +0.16%
Long pays every1hShort pays every4h
LONGmaker0.010%/taker0.040%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$46.36
−0.46%
$Avg Daily PnL
−$6.59
−0.0659%
★Best Day
−$1.51
Aug 14
◎Open Interest
Aster$51.5K
LBank—⚡Funding APR
−24.06%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Aster$10.8KLBank$953.4KLoading 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.