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updated 9:06:08 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
+70.05%
1d Period Avg+14.13%
LONG Perpl · now
−48.93%
1d avg:+5.30%
SHORT Reya · nowBTCRUSDPERP
+21.12%
1d avg:+19.43%
Entry Spread Now
−0.045%
Eaten by executionL 64,355.7 · S 64,326.51−$4.54 if it converges
24h range −0.13%…−0.01% · median −0.06%
Long pays every1hShort pays every1h
LONGmaker0.050%/taker0.088%SHORTmaker0.010%/taker0.030%
Loading Funding History…
↗Total PnL
−$10.54
−0.11%
$Avg Daily PnL
+$2.14
+0.0214%
★Best Day
+$4.13
Aug 17
◎Open Interest
Perpl$2.71M
Reya$2.68M⚡Funding APR
+7.81%
annualized · funding only
⚠Execution Cost
−$14.82
entry + exit fees
⏱Payback
6.9d
to break even
◧24h Volume
Perpl$101.79MReya$79.35MLoading 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 (−$14.82 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.