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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 ~0.9d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+76.70%
3d Period Avg+63.95%
swing±31.80%
LONG SoDEX · now
+10.96%
3d avg:+9.88%
SHORT Bullet · now
+87.66%
3d avg:+73.83%
Entry Spread Now
+0.021%
In your favorL ask 78,054 · S bid 78,070+$2.05 at entry
24h range −0.04%…+0.10% · median +0.02%
Long pays every1hShort pays every1h
LONGmaker0.012%/taker0.040%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
+$34.05
+0.34%
$Avg Daily PnL
+$17.51
+0.1751%
★Best Day
+$20.15
Oct 30
◎Open Interest
SoDEX$71.47M
Bullet$1.26M⚡Funding APR
+63.90%
annualized · funding only
⚠Execution Cost
−$18.47
entry + exit fees
⏱Payback
1.1d
to break even
◧24h Volume
SoDEX$105.20MBullet$3.95MLoading 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 (−$18.47 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.