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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 ~1.0d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+76.26%
3d Period Avg+74.90%
swing±29.07%
LONG N1 · now
+11.40%
3d avg:−1.07%
SHORT Bullet · now
+87.66%
3d avg:+73.83%
Entry Spread Now
+0.077%
In your favorL ask 77,976.9 · S bid 78,037+$7.71 at entry
24h range +0.01%…+0.14% · median +0.08%
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.050%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
+$40.00
+0.40%
$Avg Daily PnL
+$20.51
+0.2051%
★Best Day
+$22.71
Oct 30
◎Open Interest
N1$356.9K
Bullet$1.25M⚡Funding APR
+74.85%
annualized · funding only
⚠Execution Cost
−$21.52
entry + exit fees
⏱Payback
1.1d
to break even
◧24h Volume
N1$715.5KBullet$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 (−$21.52 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.