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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 ~0.7d
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+130.35%
3d Period Avg+83.00%
swing±39.84%
LONG Perpl · now
−48.93%
3d avg:−4.25%
SHORT Aftermath · now
+81.42%
3d avg:+78.75%
Entry Spread Now
+0.077%
In your favorL ask 81,265.2 · S bid 81,328.1+$7.74 at entry
24h range −0.10%…+0.20% · median +0.03%
Long pays every1hShort pays every1h
LONGmaker0.050%/taker0.088%SHORTmaker-0.005%/taker0.045%
Loading Funding History…
↗Total PnL
+$44.79
+0.45%
$Avg Daily PnL
+$22.93
+0.2293%
★Best Day
+$27.13
Oct 17
◎Open Interest
Perpl$639.9K
Aftermath$64.2K⚡Funding APR
+83.69%
annualized · funding only
⚠Execution Cost
−$23.99
entry + exit fees
⏱Payback
1.1d
to break even
◧24h Volume
Perpl$8.58MAftermath$474.0KLoading 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 (−$23.99 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.