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updated 4:07:06 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+28.71%
3d Period Avg+19.86%
LONG Gate.io · now
−17.75%
3d avg:−8.90%
SHORT Aster · now
+10.96%
3d avg:+10.96%
Entry Spread Now
−0.088%
Eaten by executionL 0.002946 · S 0.002943−$8.83 if it converges
24h range +0.10%…+0.48% · median +0.22%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$2.16
−0.02%
$Avg Daily PnL
+$3.96
+0.0396%
★Best Day
+$9.65
Aug 14
◎Open Interest
Gate.io$221.9K
Aster$6.2K⚡Funding APR
+14.45%
annualized · funding only
⚠Execution Cost
−$18.00
entry + exit fees
⏱Payback
4.5d
to break even
◧24h Volume
Gate.io$8.1KAster$2.1KLoading 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.