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updated 11:15:25 AMFunding 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
−2.01%
3d Period Avg+0.44%
LONG LBank · now
+13.74%
3d avg:+11.89%
SHORT Bitunix · now
+11.73%
3d avg:+12.33%
Entry Spread Now
−0.069%
Against youL ask 0.1299 · S bid 0.1298−$6.93 at entry
24h range −1.75%…+0.88% · median +0.00%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Limited funding history — chart clipped to available data
- LBank (Long): live data only — historical backfill pending (depth grows organically as we ingest)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Sparse settlements: long 33%, short 100% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
−$122.90
−1.23%
$Avg Daily PnL
+$3.61
+0.0361%
★Best Day
+$9.44
Aug 13
◎Open Interest
⚡Funding APR
+13.19%
annualized · funding only
⚠Execution Cost
−$137.35
entry + exit fees
⏱Payback
1.3mo
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 + live L2 orderbook slippage on both legs (−$137.35 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.