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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 ~0.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+136.59%
1d Period Avg+95.30%
swing±37.97%
LONG Perpl · now
−48.93%
1d avg:−7.64%
SHORT Bullet · now
+87.66%
1d avg:+87.66%
Entry Spread Now
+0.052%
Eaten by executionL 80,828.3 · S 80,870.15+$5.18 if it converges
24h range −0.11%…+0.18% · median +0.07%
Long pays every1hShort pays every1h
LONGmaker0.050%/taker0.088%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
+$8.90
+0.09%
$Avg Daily PnL
+$25.70
+0.2570%
★Best Day
+$18.10
Oct 29
◎Open Interest
Perpl$703.1K
Bullet$1.41M⚡Funding APR
+93.81%
annualized · funding only
⚠Execution Cost
−$16.80
entry + exit fees
⏱Payback
15.6h
to break even
◧24h Volume
Perpl$13.35MBullet$14.29MLoading 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 (−$16.80 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.