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updated 7:01:16 PMFunding Arbitrage Backtester
Size$
R-trip cost
Funding ArbitrageLooking at price convergence? → /price-pair
Net Funding APR · Now
+26.98%
3d Avg—
LONG trade[XYZ]
−16.02%
3d: —
SHORT grvt
+10.96%
3d: —
Long pays every1hShort pays every8h
LONGmaker0.030%/taker0.090%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
−$13.48
−0.13%
$Avg Daily PnL
+$3.63
+0.0363%
★Best Day
+$7.84
May 18
◎Open Interest
⚡APR
−12.30%
annualized
⚠Execution Cost
−$28.00
entry + exit fees
⏱Payback
7.7d
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 (−$28.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.