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updated 12:37:22 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−3.02%
3d Period Avg+0.23%
LONG LBank · now
+13.98%
3d avg:+11.90%
SHORT Bitunix · now
+10.96%
3d avg:+12.13%
Entry Spread Now
−0.095%
Against youL ask 0.1264 · S bid 0.1263−$9.50 at entry
24h range −1.75%…+0.88% · median +0.03%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Sparse settlements: long 39%, short 100% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
−$124.18
−1.24%
$Avg Daily PnL
+$2.87
+0.0287%
★Best Day
+$6.51
Aug 13
◎Open Interest
LBank—
Bitunix—⚡Funding APR
+10.47%
annualized · funding only
⚠Execution Cost
−$135.65
entry + exit fees
⏱Payback
1.6mo
to break even
◧24h Volume
LBank$5.78MBitunix$498.1KLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (−$135.65 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.