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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−1.27%
7d Period Avg+13.38%
swing±36.43%
LONG Perpl · now
+12.23%
7d avg:−2.62%
SHORT Arcus · now
+10.96%
7d avg:+10.76%
Entry Spread Now
−0.010%
Against youL ask 83,956.6 · S bid 83,948.3−$0.99 at entry
24h range −0.08%…+0.14% · median +0.01%
Long pays every1hShort pays every1h
LONGmaker0.050%/taker0.088%SHORTmaker0%/taker0.022%
Loading Funding History…
↗Total PnL
+$12.62
+0.13%
$Avg Daily PnL
+$3.79
+0.0379%
★Best Day
+$8.70
Sep 26
◎Open Interest
⚡Funding APR
+13.83%
annualized · funding only
⚠Execution Cost
−$13.90
entry + exit fees
⏱Payback
3.7d
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 (−$13.90 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.