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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 ~11d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+6.67%
3d Period Avg+107.27%
swing±125.82%
LONG Bitget · now
+10.96%
3d avg:+40.94%
SHORT Aster · now
+17.63%
3d avg:+148.21%
Entry Spread Now
+0.297%
In your favorL 0.02743 · S 0.02751+$29.69 if it converges
24h range −5.08%…+10.20% · median +0.10%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
+$68.10
+0.68%
$Avg Daily PnL
+$29.37
+0.2937%
★Best Day
+$48.02
Sep 30
◎Open Interest
⚡Funding APR
+107.19%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
16.3h
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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.