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updated 2:43:25 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+22.79%
30d Period Avg+6.98%
LONG Gate.io · now
−11.83%
30d avg:−2.72%
SHORT Aster · now
+10.96%
30d avg:+4.26%
Entry Spread Now
+0.057%
Eaten by executionL 0.9995 · S 1.0001+$5.74 if it converges
24h range +0.05%…+0.11% · median +0.09%
Long pays every4hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
+$43.77
+0.44%
$Avg Daily PnL
+$1.99
+0.0199%
★Best Day
+$16.07
Aug 6
◎Open Interest
Gate.io$108.5K
Aster$24.5K⚡Funding APR
+7.27%
annualized · funding only
⚠Execution Cost
−$18.00
entry + exit fees
⏱Payback
9.0d
to break even
◧24h Volume
Gate.io$1.1KAster$93Loading 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 (−$18.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.