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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+66.19%
swing±33.14%
LONG TxFlow · now
+10.96%
3d avg:+7.64%
SHORT Bullet · now
+87.66%
3d avg:+73.83%
Entry Spread Now
+0.108%
In your favorL ask 77,951.8 · S bid 78,036+$10.80 at entry
24h range +0.08%…+0.20% · median +0.11%
Long pays every1hShort pays every1h
LONGmaker0.015%/taker0.045%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
+$34.95
+0.35%
$Avg Daily PnL
+$18.12
+0.1812%
★Best Day
+$21.55
Oct 30
◎Open Interest
TxFlow$12.84M
Bullet$1.25M⚡Funding APR
+66.14%
annualized · funding only
⚠Execution Cost
−$19.41
entry + exit fees
⏱Payback
1.1d
to break even
◧24h Volume
TxFlow$36.60MBullet$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 (−$19.41 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.