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updated 12:57:56 PMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.9d
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+1348.76%
3d Period Avg+174.35%
swing±161.55%
LONG OKX · nowZIL-USDT-SWAP
−1420.03%
3d avg:−242.74%
SHORT Aster · now
−71.27%
3d avg:−68.39%
Entry Spread Now
−2.693%
Against youL 0.002941 · S 0.002862−$269.26 if it converges
24h range −3.12%…−1.12% · median −1.84%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$330.02
−3.30%
$Avg Daily PnL
+$3.46
+0.0346%
★Best Day
+$35.94
Sep 14
◎Open Interest
OKX$1.33M
Aster$55.8K⚡Funding APR
+12.63%
annualized · funding only
⚠Execution Cost
−$343.86
entry + exit fees
⏱Payback
3.3mo
to break even
◧24h Volume
OKX$9.24MAster$11.3KLoading 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 (−$343.86 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.