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updated 11:33:29 PMFunding Arbitrage Backtester
Size$
R-trip cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−43.39%
3d Period Avg−6.67%
LONG Lighter · now
+10.52%
3d avg:+8.18%
SHORT BitMart · now
−32.87%
3d avg:+1.51%
Entry Spread Now
−0.226%
Against youL 0.6201 · S 0.6187−$22.62 if it converges
24h range −0.42%…+0.90% · median +0.09%
Long pays every1hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$20.59
−0.21%
$Avg Daily PnL
−$1.79
−0.0179%
★Best Day
+$3.70
Jul 16
◎Open Interest
⚡Funding APR
−6.52%
annualized · funding only
⚠Execution Cost
−$15.23
entry + exit fees
⏱Payback
never
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 (−$15.23 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.