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updated 1:14:53 AMFunding Arbitrage Backtester
Size$
R-trip cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+3.51%
3d Period Avg−6.47%
LONG Lighter · now
+10.52%
3d avg:+8.18%
SHORT BitMart · now
+14.03%
3d avg:+1.71%
Entry Spread Now
+0.263%
In your favorL 0.6219 · S 0.6235+$26.29 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
−$20.29
−0.20%
$Avg Daily PnL
−$1.27
−0.0127%
★Best Day
+$3.70
Jul 16
◎Open Interest
⚡Funding APR
−4.63%
annualized · funding only
⚠Execution Cost
−$15.21
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 (−$15.21 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.