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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 ~2.0d
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+23.17%
7d Period Avg+6.88%
swing±36.56%
LONG Perpl · now
−12.23%
7d avg:+4.08%
SHORT Katana Perps · now
+10.93%
7d avg:+10.96%
Entry Spread Now
−0.030%
Eaten by executionL 67,269.2 · S 67,249−$3.00 if it converges
24h range −0.28%…+0.11% · median −0.02%
Long pays every1hShort pays every8h
LONGmaker0.050%/taker0.088%SHORTmaker0.005%/taker0.019%
Loading Funding History…
↗Total PnL
+$5.12
+0.05%
$Avg Daily PnL
+$2.57
+0.0257%
★Best Day
+$5.90
Nov 8
◎Open Interest
Perpl$178.1K
Katana Perps$109.7K⚡Funding APR
+9.39%
annualized · funding only
⚠Execution Cost
−$12.89
entry + exit fees
⏱Payback
5.0d
to break even
◧24h Volume
Perpl$19.43MKatana Perps$31.53MLoading 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 (−$12.89 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.