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updated 10:33:11 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+45.17%
30d Period Avg−13.41%
LONG Bybit · now
+10.96%
30d avg:+43.05%
SHORT Aster · now
+56.13%
30d avg:+29.64%
Entry Spread Now
+0.039%
Eaten by executionL 0.01685 · S 0.01686+$3.93 if it converges
24h range −1.42%…+1.54% · median −0.16%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.055%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$129.57
−1.30%
$Avg Daily PnL
−$3.57
−0.0357%
★Best Day
+$7.87
Aug 6
◎Open Interest
Bybit$4.10M
Aster$25.3K⚡Funding APR
−13.02%
annualized · funding only
⚠Execution Cost
−$19.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Bybit$4.43MAster$90.8KLoading 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 (−$19.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.