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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 ~0.6d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+76.70%
7d Period Avg+47.21%
swing±40.08%
LONG Variational · now
+10.96%
7d avg:+10.38%
SHORT Bullet · now
+87.66%
7d avg:+57.59%
Entry Spread Now
+0.124%
In your favorL ask 77,970.28 · S bid 78,067+$12.40 at entry
24h range +0.04%…+0.27% · median +0.13%
Long pays every8hShort pays every1h
LONGmaker0%/taker0%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
+$78.88
+0.79%
$Avg Daily PnL
+$12.92
+0.1292%
★Best Day
+$21.30
Oct 29
◎Open Interest
Variational$195.56M
Bullet$1.26M⚡Funding APR
+47.18%
annualized · funding only
⚠Execution Cost
−$11.59
entry + exit fees
⏱Payback
21.6h
to break even
◧24h Volume
Variational$251.66MBullet$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 (−$11.59 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.