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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 ~2.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+21.86%
1d Period Avg+26.31%
swing±11.33%
LONG TxFlow · now
−10.47%
1d avg:−14.95%
SHORT Extended · now
+11.40%
1d avg:+11.36%
Entry Spread Now
+0.134%
In your favorL 0.2188 · S 0.2191+$13.36 if it converges
24h range −0.34%…+0.51% · median +0.03%
Long pays every1hShort pays every1h
LONGmaker0.015%/taker0.045%SHORTmaker0%/taker0.025%
Loading Funding History…
↗Total PnL
−$6.80
−0.07%
$Avg Daily PnL
+$7.20
+0.0720%
★Best Day
+$7.20
Oct 18
◎Open Interest
TxFlow$9.6K
Extended$313.4K⚡Funding APR
+26.30%
annualized · funding only
⚠Execution Cost
−$14.00
entry + exit fees
⏱Payback
1.9d
to break even
◧24h Volume
TxFlow$132.4KExtended$286.8KLoading 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 (−$14.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.