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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 ~2.6d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+41.12%
7d Period Avg+13.47%
swing±41.13%
LONG Perpl · now
−36.69%
7d avg:+2.69%
SHORT Aftermath · now
+4.43%
7d avg:+16.16%
Entry Spread Now
+0.010%
NeutralL 67,352.3 · S 67,358.95
24h range −0.64%…+0.74% · median +0.00%
Long pays every1hShort pays every1h
LONGmaker0.050%/taker0.088%SHORTmaker-0.005%/taker0.045%
Loading Funding History…
↗Total PnL
−$0.81
−0.01%
$Avg Daily PnL
+$4.07
+0.0407%
★Best Day
+$10.37
Nov 8
◎Open Interest
Perpl$195.5K
Aftermath$226.2K⚡Funding APR
+14.85%
annualized · funding only
⚠Execution Cost
−$29.28
entry + exit fees
⏱Payback
7.2d
to break even
◧24h Volume
Perpl$19.46MAftermath$478.0KLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + fees only (orderbook snapshot stale) on both legs (−$29.28 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.