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updated —BTC Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.9d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+76.70%
3d Period Avg+63.26%
swing±31.83%
LONG Bullpen · now
+10.96%
3d avg:+10.37%
SHORT Bullet · now
+87.66%
3d avg:+73.63%
Entry Spread Now
+0.003%
NeutralL ask 78,068 · S bid 78,070
24h range −0.04%…+0.08% · median +0.01%
Long pays every1hShort pays every1h
LONGmaker0.015%/taker0.045%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
+$32.65
+0.33%
$Avg Daily PnL
+$17.37
+0.1737%
★Best Day
+$20.26
Oct 30
◎Open Interest
Bullpen$3.18B
Bullet$1.26M⚡Funding APR
+63.41%
annualized · funding only
⚠Execution Cost
−$19.47
entry + exit fees
⏱Payback
1.1d
to break even
◧24h Volume
Bullpen$662.69MBullet$3.95MLoading 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 (−$19.47 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.