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updated 9:23:33 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
+30.82%
3d Period Avg+41.84%
LONG Reya · nowAAVERUSDPERP
−26.99%
3d avg:−23.57%
SHORT BitMart · now
+3.83%
3d avg:+18.27%
Entry Spread Now
+0.177%
In your favorL 91.8685 · S 92.0309+$17.67 if it converges
24h range −0.02%…+0.42% · median +0.17%
Long pays every1hShort pays every8h
LONGmaker0.010%/taker0.030%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$16.20
+0.16%
$Avg Daily PnL
+$8.55
+0.0855%
★Best Day
+$12.84
Aug 2
◎Open Interest
⚡Funding APR
+31.21%
annualized · funding only
⚠Execution Cost
−$18.00
entry + exit fees
⏱Payback
2.1d
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.