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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%
7d Period Avg+46.96%
swing±40.13%
LONG Pacifica · now
+10.96%
7d avg:+10.96%
SHORT Bullet · now
+87.66%
7d avg:+57.92%
Entry Spread Now
+0.015%
In your favorL ask 78,055 · S bid 78,067+$1.54 at entry
24h range −0.03%…+0.03% · median −0.01%
Long pays every1hShort pays every1h
LONGmaker0.015%/taker0.040%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
+$70.40
+0.70%
$Avg Daily PnL
+$12.77
+0.1277%
★Best Day
+$21.00
Oct 29
◎Open Interest
⚡Funding APR
+46.60%
annualized · funding only
⚠Execution Cost
−$18.97
entry + exit fees
⏱Payback
1.5d
to break even
◧24h Volume
Loading 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 (−$18.97 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.