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updated 12:01:06 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~10d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+8.16%
3d Period Avg+4.98%
LONG Bullpen · now
+3.24%
3d avg:+5.80%
SHORT Extended · now
+11.40%
3d avg:+10.78%
Entry Spread Now
−0.170%
Against youL ask 6.3618 · S bid 6.3510−$16.98 at entry
24h range −0.29%…+0.17% · median −0.12%
Long pays every1hShort pays every1h
LONGmaker0.015%/taker0.045%SHORTmaker0%/taker0.025%
Loading Funding History…
↗Total PnL
−$18.79
−0.19%
$Avg Daily PnL
+$1.01
+0.0101%
★Best Day
+$2.89
Aug 16
◎Open Interest
Bullpen$11.84M
Extended$392.5K⚡Funding APR
+3.68%
annualized · funding only
⚠Execution Cost
−$22.82
entry + exit fees
⏱Payback
22.6d
to break even
◧24h Volume
Bullpen$3.92MExtended$303.7KLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (−$22.82 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.