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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 ~4.3d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+10.93%
3d Period Avg+2.78%
swing±40.08%
LONG Perpl · now
+0.00%
3d avg:+8.15%
SHORT Katana Perps · now
+10.93%
3d avg:+10.93%
Entry Spread Now
−0.009%
NeutralL 67,214 · S 67,208
24h range −0.28%…+0.11% · median −0.02%
Long pays every1hShort pays every8h
LONGmaker0.050%/taker0.088%SHORTmaker0.005%/taker0.019%
Loading Funding History…
↗Total PnL
−$4.87
−0.05%
$Avg Daily PnL
+$2.63
+0.0263%
★Best Day
+$5.70
Nov 14
◎Open Interest
Perpl$188.3K
Katana Perps$108.3K⚡Funding APR
+9.59%
annualized · funding only
⚠Execution Cost
−$12.75
entry + exit fees
⏱Payback
4.8d
to break even
◧24h Volume
Perpl$19.47MKatana Perps$31.50MLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + fees only (orderbook snapshot stale) on both legs (−$12.75 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.