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updated 8:01:26 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−0.44%
3d Period Avg+16.82%
LONG Extended · now
+11.40%
3d avg:−5.86%
SHORT ApeX · now
+10.96%
3d avg:+10.96%
Entry Spread Now
+0.148%
Eaten by executionL 0.07529 · S 0.07540+$14.84 if it converges
24h range −0.07%…+0.43% · median +0.16%
Long pays every1hShort pays every1h
LONGmaker0%/taker0.025%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$53.99
−0.54%
$Avg Daily PnL
+$3.36
+0.0336%
★Best Day
+$8.55
Aug 15
◎Open Interest
Extended$161.1K
ApeX$64.5K⚡Funding APR
+12.25%
annualized · funding only
⚠Execution Cost
−$67.42
entry + exit fees
⏱Payback
20.1d
to break even
◧24h Volume
Extended$1.56MApeX$254.2KLoading 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 (−$67.42 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.