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updated 10:34:54 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+77.18%
30d Period Avg+28.04%
LONG Aster · now
−66.22%
30d avg:−25.23%
SHORT Bybit · now
+10.96%
30d avg:+2.81%
Entry Spread Now
+0.013%
NeutralL 1,931.75 · S 1,932
24h range −0.45%…+0.23% · median −0.03%
Long pays every1hShort pays every8h
LONGmaker0.010%/taker0.040%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
+$196.36
+1.96%
$Avg Daily PnL
+$6.95
+0.0695%
★Best Day
+$13.71
Aug 1
◎Open Interest
⚡Funding APR
+25.36%
annualized · funding only
⚠Execution Cost
−$19.00
entry + exit fees
⏱Payback
2.7d
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 (−$19.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.