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updated 8:02:30 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.0d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+65.58%
3d Period Avg−11.65%
LONG Perpl · now
−48.93%
3d avg:+24.18%
SHORT Hibachi · nowBTC/USDT-P
+16.66%
3d avg:+12.53%
Entry Spread Now
+0.070%
In your favorL ask 64,211.6 · S bid 64,256.7+$7.02 at entry
24h range −0.02%…+0.09% · median +0.03%
Long pays every1hShort pays every1h
LONGmaker0.050%/taker0.088%SHORTmaker0%/taker0.045%
Loading Funding History…
↗Total PnL
−$22.59
−0.23%
$Avg Daily PnL
−$0.99
−0.0099%
★Best Day
+$4.52
Aug 17
◎Open Interest
Perpl$2.71M
Hibachi$919.0K⚡Funding APR
−3.60%
annualized · funding only
⚠Execution Cost
−$18.64
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Perpl$104.84MHibachi$11.74MLoading 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 (−$18.64 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.