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updated 10:32:56 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.8d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+28.69%
3d Period Avg+4.08%
LONG Bullpen · now
−17.29%
3d avg:+6.22%
SHORT Extended · now
+11.40%
3d avg:+10.30%
Entry Spread Now
−0.093%
Against youL ask 6.3579 · S bid 6.3520−$9.28 at entry
24h range −0.29%…+0.17% · median −0.13%
Long pays every1hShort pays every1h
LONGmaker0.015%/taker0.045%SHORTmaker0%/taker0.025%
Loading Funding History…
↗Total PnL
−$18.48
−0.18%
$Avg Daily PnL
+$0.84
+0.0084%
★Best Day
+$2.60
Aug 16
◎Open Interest
Bullpen$11.84M
Extended$389.1K⚡Funding APR
+3.06%
annualized · funding only
⚠Execution Cost
−$21.83
entry + exit fees
⏱Payback
26.0d
to break even
◧24h Volume
Bullpen$3.86MExtended$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 (−$21.83 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.