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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.9d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+53.66%
3d Period Avg+11.53%
swing±11.88%
LONG Bitget · now
−24.22%
3d avg:+8.30%
SHORT RiseX · nowAAVE-PERP
+29.44%
3d avg:+19.83%
Entry Spread Now
−0.052%
Eaten by executionL 156.0500 · S 155.9685−$5.22 if it converges
24h range −0.32%…+0.45% · median +0.08%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.010%/taker0.030%
Loading Funding History…
↗Total PnL
−$16.32
−0.16%
$Avg Daily PnL
+$3.70
+0.0370%
★Best Day
+$5.06
Sep 27
◎Open Interest
⚡Funding APR
+13.52%
annualized · funding only
⚠Execution Cost
−$27.43
entry + exit fees
⏱Payback
7.4d
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 (−$27.43 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.