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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.7d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+72.97%
3d Period Avg+14.17%
swing±34.97%
LONG Aftermath · now
−24.04%
3d avg:−2.80%
SHORT Perpl · now
+48.93%
3d avg:+11.37%
Entry Spread Now
+0.076%
In your favorL ask 85,127.67 · S bid 85,192.3+$7.59 at entry
24h range −0.42%…+0.39% · median −0.00%
Long pays every1hShort pays every1h
LONGmaker-0.005%/taker0.045%SHORTmaker0.050%/taker0.088%
Loading Funding History…
↗Total PnL
−$22.69
−0.23%
$Avg Daily PnL
+$3.89
+0.0389%
★Best Day
+$7.94
Sep 30
◎Open Interest
Aftermath$103.7K
Perpl$750.8K⚡Funding APR
+14.19%
annualized · funding only
⚠Execution Cost
−$34.36
entry + exit fees
⏱Payback
8.8d
to break even
◧24h Volume
Aftermath$741.4KPerpl$7.80MLoading 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 (−$34.36 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.