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updated 7:44:15 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
+58.61%
1d Period Avg+66.46%
LONG BitMart · now
−21.91%
1d avg:−29.22%
SHORT Reya · nowADARUSDPERP
+36.69%
1d avg:+37.24%
Entry Spread Now
−0.144%
Against youL 0.1836 · S 0.1834−$14.38 if it converges
24h range −0.45%…+0.25% · median −0.14%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.010%/taker0.030%
Loading Funding History…
↗Total PnL
+$0.19
+0.00%
$Avg Daily PnL
+$9.10
+0.0910%
★Best Day
+$12.83
Aug 2
◎Open Interest
⚡Funding APR
+33.21%
annualized · funding only
⚠Execution Cost
−$18.00
entry + exit fees
⏱Payback
2.0d
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.