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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~14d
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+8.78%
3d Period Avg+17.25%
swing±45.07%
LONG Extended · nowXBR-USD
+3.51%
3d avg:−9.70%
SHORT Aftermath · now
+12.29%
3d avg:+7.55%
Entry Spread Now
−0.076%
Against youL ask 105.1680 · S bid 105.0880−$7.61 at entry
24h range −0.64%…+0.14% · median +0.02%
Long pays every1hShort pays every1h
LONGmaker0%/taker0.025%SHORTmaker-0.005%/taker0.045%
Loading Funding History…
↗Total PnL
−$17.09
−0.17%
$Avg Daily PnL
+$5.61
+0.0561%
★Best Day
+$5.82
Oct 16
◎Open Interest
Extended$432.5K
Aftermath$14.0K⚡Funding APR
+20.48%
annualized · funding only
⚠Execution Cost
−$33.92
entry + exit fees
⏱Payback
6.0d
to break even
◧24h Volume
Extended$702.7KAftermath$83.7KLoading 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 (−$33.92 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.