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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 ~0.7d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+93.02%
7d Period Avg+39.99%
swing±43.62%
LONG BULK · now
−5.36%
7d avg:+9.04%
SHORT Bullet · now
+87.66%
7d avg:+49.03%
Entry Spread Now
+0.117%
In your favorL ask 77,508.44 · S bid 77,599+$11.68 at entry
24h range −0.30%…+0.87% · median +0.13%
Long pays every1hShort pays every1h
LONGmaker0%/taker0.035%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
+$59.37
+0.59%
$Avg Daily PnL
+$10.95
+0.1095%
★Best Day
+$21.49
Oct 30
◎Open Interest
BULK$4.04M
Bullet$1.26M⚡Funding APR
+39.97%
annualized · funding only
⚠Execution Cost
−$17.28
entry + exit fees
⏱Payback
1.6d
to break even
◧24h Volume
BULK$11.09MBullet$15.81MLoading 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 (−$17.28 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.