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updated 11:32:46 PMFunding Arbitrage Backtester
Size$
R-trip cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−38.03%
3d Period Avg−8.37%
LONG Lighter · now
+10.52%
3d avg:+10.52%
SHORT BitMart · now
−27.51%
3d avg:+2.15%
Entry Spread Now
+0.010%
NeutralL 0.1281 · S 0.1281
24h range −0.39%…+0.73% · median +0.05%
Long pays every1hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$18.88
−0.19%
$Avg Daily PnL
−$2.29
−0.0229%
★Best Day
+$0.04
Jul 15
◎Open Interest
⚡Funding APR
−8.37%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Loading 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 (−$12.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.