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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−25.74%
3d Period Avg+6.54%
swing±35.63%
LONG Perpl · now
+36.69%
3d avg:+4.42%
SHORT BULK · now
+10.96%
3d avg:+10.96%
Entry Spread Now
−0.038%
Against youL ask 83,692.3 · S bid 83,660.31−$3.82 at entry
24h range −0.46%…+0.42% · median −0.01%
Long pays every1hShort pays every1h
LONGmaker0.050%/taker0.088%SHORTmaker0%/taker0.035%
Loading Funding History…
↗Total PnL
−$13.99
−0.14%
$Avg Daily PnL
+$1.80
+0.0180%
★Best Day
+$8.00
Sep 29
◎Open Interest
⚡Funding APR
+6.57%
annualized · funding only
⚠Execution Cost
−$19.39
entry + exit fees
⏱Payback
10.8d
to break even
◧24h Volume
Loading 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 (−$19.39 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.