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updated 8:04:34 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
+0.00%
3d Period Avg−7.30%
LONG MEXC · nowZHIPUSTOCK_USDT
+0.00%
3d avg:+10.45%
SHORT Aster · now
+0.00%
3d avg:+3.15%
Entry Spread Now
−0.120%
Against youL 153.9200 · S 153.7346−$12.05 if it converges
24h range −6.13%…+0.93% · median −0.02%
Long pays every8hShort pays every8h
LONGmaker0%/taker0.010%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$15.99
−0.16%
$Avg Daily PnL
−$2.00
−0.0200%
★Best Day
+$0.00
Aug 15
◎Open Interest
⚡Funding APR
−7.29%
annualized · funding only
⚠Execution Cost
−$10.00
entry + exit fees
⏱Payback
never
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 (−$10.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.