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updated 9:04:06 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.8d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+68.37%
3d Period Avg+39.30%
LONG Extended · now
−25.42%
3d avg:−1.65%
SHORT N1 · now
+42.95%
3d avg:+37.65%
Entry Spread Now
+0.190%
In your favorL 605.0983 · S 606.2500+$19.03 if it converges
24h range +0.13%…+0.24% · median +0.19%
Long pays every1hShort pays every1h
LONGmaker0%/taker0.025%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
+$17.07
+0.17%
$Avg Daily PnL
+$8.06
+0.0806%
★Best Day
+$12.55
Aug 16
◎Open Interest
Extended$3.54M
N1$6.1K⚡Funding APR
+29.42%
annualized · funding only
⚠Execution Cost
−$15.17
entry + exit fees
⏱Payback
1.9d
to break even
◧24h Volume
Extended$3.27MN1$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 (−$15.17 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.