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updated 11:57:30 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.2d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+562.50%
3d Period Avg+75.08%
LONG Bullpen · now
−19.89%
3d avg:−6.88%
SHORT N1 · now
+542.62%
3d avg:+68.20%
Entry Spread Now
+0.014%
In your favorL ask 0.07377 · S bid 0.07378+$1.36 at entry
24h range −0.03%…+1.99% · median +0.08%
Long pays every1hShort pays every1h
LONGmaker0.015%/taker0.045%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
+$30.96
+0.31%
$Avg Daily PnL
+$14.10
+0.1410%
★Best Day
+$33.42
Aug 15
◎Open Interest
Bullpen$4.10M
N1$6.0K⚡Funding APR
+51.47%
annualized · funding only
⚠Execution Cost
−$25.45
entry + exit fees
⏱Payback
1.8d
to break even
◧24h Volume
Bullpen$1.43MN1$1.1KLoading 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 (−$25.45 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.