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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 ~2.8d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+31.22%
3d Period Avg+10.35%
swing±12.37%
LONG Aftermath · now
−20.26%
3d avg:−1.50%
SHORT Pacifica · now
+10.96%
3d avg:+8.85%
Entry Spread Now
+0.012%
In your favorL ask 84,845 · S bid 84,855+$1.18 at entry
24h range −0.31%…+0.35% · median +0.02%
Long pays every1hShort pays every1h
LONGmaker-0.005%/taker0.045%SHORTmaker0.015%/taker0.040%
Loading Funding History…
↗Total PnL
−$15.40
−0.15%
$Avg Daily PnL
+$2.83
+0.0283%
★Best Day
+$2.84
Sep 30
◎Open Interest
Aftermath$115.3K
Pacifica$23.16M⚡Funding APR
+10.34%
annualized · funding only
⚠Execution Cost
−$23.90
entry + exit fees
⏱Payback
8.4d
to break even
◧24h Volume
Aftermath$599.5KPacifica$250.36MLoading 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 (−$23.90 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.