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updated 7:46:03 AMFunding Arbitrage Backtester
Size$
R-trip cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+59.66%
1d Period Avg+54.49%
LONG Reya · nowAAVERUSDPERP
−26.79%
1d avg:−25.27%
SHORT BitMart · now
+32.87%
1d avg:+29.22%
Entry Spread Now
+0.369%
In your favorL 91.2431 · S 91.5794+$36.87 if it converges
24h range −0.02%…+0.54% · median +0.17%
Long pays every1hShort pays every8h
LONGmaker0.010%/taker0.030%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$2.99
−0.03%
$Avg Daily PnL
+$7.51
+0.0751%
★Best Day
+$9.61
Aug 2
◎Open Interest
⚡Funding APR
+27.40%
annualized · funding only
⚠Execution Cost
−$18.00
entry + exit fees
⏱Payback
2.4d
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 (−$18.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.