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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 ~1.0d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+78.89%
7d Period Avg+51.69%
swing±43.12%
LONG N1 · now
+8.77%
7d avg:+5.90%
SHORT Bullet · now
+87.66%
7d avg:+57.59%
Entry Spread Now
+0.097%
In your favorL ask 77,991.3 · S bid 78,067+$9.71 at entry
24h range +0.01%…+0.14% · median +0.08%
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.050%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
+$76.78
+0.77%
$Avg Daily PnL
+$14.15
+0.1415%
★Best Day
+$22.71
Oct 30
◎Open Interest
N1$358.4K
Bullet$1.26M⚡Funding APR
+51.66%
annualized · funding only
⚠Execution Cost
−$22.29
entry + exit fees
⏱Payback
1.6d
to break even
◧24h Volume
N1$697.6KBullet$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 (−$22.29 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.