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updated 8:01:07 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−28.81%
3d Period Avg−43.67%
LONG Extended · now
−67.50%
3d avg:−54.12%
SHORT Aster · now
−96.30%
3d avg:−97.79%
Entry Spread Now
+0.409%
In your favorL 0.07727 · S 0.07758+$40.85 if it converges
24h range −0.10%…+0.53% · median +0.25%
Long pays every1hShort pays every1h
LONGmaker0%/taker0.025%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$48.12
−0.48%
$Avg Daily PnL
−$8.78
−0.0878%
★Best Day
−$1.73
Aug 14
◎Open Interest
Extended$5.7K
Aster$13.3K⚡Funding APR
−32.05%
annualized · funding only
⚠Execution Cost
−$13.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Extended$146.6KAster$41.2KLoading 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 (−$13.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.