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updated 10:11:29 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.8d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+70.99%
3d Period Avg−7.80%
LONG Perpl · now
−48.93%
3d avg:+22.23%
SHORT Reya · nowBTCRUSDPERP
+22.06%
3d avg:+14.43%
Entry Spread Now
−0.070%
Eaten by executionL 64,299.3 · S 64,254.52−$6.96 if it converges
24h range −0.13%…−0.01% · median −0.06%
Long pays every1hShort pays every1h
LONGmaker0.050%/taker0.088%SHORTmaker0.010%/taker0.030%
Loading Funding History…
↗Total PnL
−$16.79
−0.17%
$Avg Daily PnL
−$0.31
−0.0031%
★Best Day
+$4.78
Aug 17
◎Open Interest
Perpl$2.62M
Reya$2.68M⚡Funding APR
−1.13%
annualized · funding only
⚠Execution Cost
−$15.55
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Perpl$94.68MReya$78.71MLoading 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 (−$15.55 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.