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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+49.66%
swing±40.71%
LONG TxFlow · now
+10.96%
7d avg:+7.93%
SHORT Bullet · now
+87.66%
7d avg:+57.59%
Entry Spread Now
+0.132%
In your favorL ask 77,963.8 · S bid 78,067+$13.24 at entry
24h range +0.08%…+0.20% · median +0.11%
Long pays every1hShort pays every1h
LONGmaker0.015%/taker0.045%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
+$75.61
+0.76%
$Avg Daily PnL
+$13.60
+0.1360%
★Best Day
+$22.61
Oct 29
◎Open Interest
TxFlow$12.24M
Bullet$1.26M⚡Funding APR
+49.63%
annualized · funding only
⚠Execution Cost
−$19.57
entry + exit fees
⏱Payback
1.4d
to break even
◧24h Volume
TxFlow$35.86MBullet$3.96MLoading 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 (−$19.57 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.