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updated 2:45:05 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+47.99%
30d Period Avg+39.21%
LONG Gate.io · now
−37.04%
30d avg:−79.05%
SHORT Aster · now
+10.96%
30d avg:−39.84%
Entry Spread Now
+0.259%
In your favorL 0.002944 · S 0.002952+$25.92 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
+$324.55
+3.25%
$Avg Daily PnL
+$11.05
+0.1105%
★Best Day
+$80.46
Aug 5
◎Open Interest
Gate.io$225.0K
Aster$7.7K⚡Funding APR
+40.33%
annualized · funding only
⚠Execution Cost
−$18.00
entry + exit fees
⏱Payback
1.6d
to break even
◧24h Volume
Gate.io$6.8KAster$384Loading 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.