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updated 6:39:16 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.9d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+64.87%
1d Period Avg+40.92%
LONG Extended · now
−25.42%
1d avg:−2.02%
SHORT N1 · now
+39.45%
1d avg:+38.90%
Entry Spread Now
+0.183%
In your favorL 605.5637 · S 606.6700+$18.27 if it converges
24h range +0.13%…+0.24% · median +0.18%
Long pays every1hShort pays every1h
LONGmaker0%/taker0.025%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
−$3.79
−0.04%
$Avg Daily PnL
+$5.75
+0.0575%
★Best Day
+$8.55
Aug 17
◎Open Interest
Extended$3.66M
N1$6.2K⚡Funding APR
+20.99%
annualized · funding only
⚠Execution Cost
−$15.29
entry + exit fees
⏱Payback
2.7d
to break even
◧24h Volume
Extended$2.94MN1$8.4KLoading 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 (−$15.29 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.