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updated 10:41:10 AMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+36.56%
3d Period Avg+44.84%
swing±30.06%
LONG Gate.io · now
+10.96%
3d avg:+10.96%
SHORT Aster · now
+47.52%
3d avg:+55.80%
Entry Spread Now
+0.135%
In your favorL 16.9910 · S 17.0140+$13.54 if it converges
24h range −0.66%…+0.98% · median +0.11%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
+$18.07
+0.18%
$Avg Daily PnL
+$9.02
+0.0902%
★Best Day
+$15.01
Sep 5
◎Open Interest
⚡Funding APR
+32.91%
annualized · funding only
⚠Execution Cost
−$18.00
entry + exit fees
⏱Payback
2.0d
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 (−$18.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.