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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−0.04%
3d Period Avg+6.70%
swing±21.84%
LONG Ondo · nowBRENT-USD.P
+5.52%
3d avg:−2.25%
SHORT Polymarket · nowBRENTOIL-USD
+5.48%
3d avg:+4.45%
Entry Spread Now
−0.018%
NeutralL 110.8400 · S 110.8200
24h range −0.09%…+0.33% · median +0.00%
Long pays every1hShort pays every1h
LONGmaker0.015%/taker0.035%SHORTmaker0.013%/taker0.040%
Loading Funding History…
↗Total PnL
−$7.80
−0.08%
$Avg Daily PnL
+$2.40
+0.0240%
★Best Day
+$4.27
Oct 27
◎Open Interest
⚡Funding APR
+8.76%
annualized · funding only
⚠Execution Cost
−$15.00
entry + exit fees
⏱Payback
6.3d
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 (−$15.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.