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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+62.67%
swing±31.40%
LONG Pacifica · now
+10.96%
3d avg:+10.96%
SHORT Bullet · now
+87.66%
3d avg:+73.63%
Entry Spread Now
+0.001%
NeutralL ask 78,078 · S bid 78,079
24h range −0.03%…+0.03% · median −0.01%
Long pays every1hShort pays every1h
LONGmaker0.015%/taker0.040%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
+$33.16
+0.33%
$Avg Daily PnL
+$17.21
+0.1721%
★Best Day
+$19.78
Oct 30
◎Open Interest
Pacifica$18.45M
Bullet$1.25M⚡Funding APR
+62.83%
annualized · funding only
⚠Execution Cost
−$18.48
entry + exit fees
⏱Payback
1.1d
to break even
◧24h Volume
Pacifica$88.06MBullet$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 (−$18.48 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.