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updated 11:32:45 PMFunding Arbitrage Backtester
Size$
R-trip cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−42.79%
3d Period Avg−24.02%
LONG Lighter · now
+10.52%
3d avg:+7.60%
SHORT BitMart · now
−32.27%
3d avg:−16.42%
Entry Spread Now
−0.056%
Eaten by executionL 0.9438 · S 0.9433−$5.57 if it converges
24h range −0.25%…+1.50% · median +0.13%
Long pays every1hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$32.33
−0.32%
$Avg Daily PnL
−$6.78
−0.0678%
★Best Day
+$1.94
Jul 16
◎Open Interest
⚡Funding APR
−24.73%
annualized · funding only
⚠Execution Cost
−$12.00
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 (−$12.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.