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updated 11:23:11 AMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.0d
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+1834.28%
1d Period Avg+1834.28%
LONG OKX · nowZIL-USDT-SWAP
−1964.56%
1d avg:−1964.56%
SHORT Aster · now
−130.28%
1d avg:−130.28%
Entry Spread Now
−5.710%
Against youL ask 0.003012 · S bid 0.002840−$571.05 at entry
24h range −3.12%…−0.83% · median −1.69%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.010%/taker0.040%
Sparse settlements: long 0%, short 100% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
−$527.96
−5.28%
$Avg Daily PnL
−$15.05
−0.1505%
★Best Day
−$1.21
Sep 14
◎Open Interest
OKX$1.32M
Aster$55.9K⚡Funding APR
−54.92%
annualized · funding only
⚠Execution Cost
−$497.86
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
OKX$9.07MAster$11.0KLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (−$497.86 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.