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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 ~0.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+52.60%
3d Period Avg+34.81%
swing±16.88%
LONG Polymarket · now
−41.21%
3d avg:−23.56%
SHORT Extended · now
+11.40%
3d avg:+11.25%
Entry Spread Now
−0.166%
Against youL 0.2188 · S 0.2185−$16.60 if it converges
24h range −0.45%…+0.50% · median −0.14%
Long pays every1hShort pays every1h
LONGmaker0.013%/taker0.040%SHORTmaker0%/taker0.025%
Loading Funding History…
↗Total PnL
+$15.19
+0.15%
$Avg Daily PnL
+$9.40
+0.0940%
★Best Day
+$12.01
Oct 15
◎Open Interest
⚡Funding APR
+34.30%
annualized · funding only
⚠Execution Cost
−$13.00
entry + exit fees
⏱Payback
1.4d
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 (−$13.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.