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updated 10:38:09 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+56.56%
30d Period Avg+30.79%
LONG Gate.io · now
−42.95%
30d avg:+6.19%
SHORT Aster · now
+13.60%
30d avg:+36.98%
Entry Spread Now
−0.004%
NeutralL 0.01053 · S 0.01053
24h range −0.51%…+1.21% · median +0.14%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
+$234.25
+2.34%
$Avg Daily PnL
+$8.14
+0.0814%
★Best Day
+$19.63
Aug 2
◎Open Interest
⚡Funding APR
+29.70%
annualized · funding only
⚠Execution Cost
−$18.00
entry + exit fees
⏱Payback
2.2d
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.