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updated 1:16:36 AMFunding Arbitrage Backtester
Size$
R-trip cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−19.44%
3d Period Avg−9.45%
LONG Lighter · now
+10.52%
3d avg:+10.52%
SHORT BitMart · now
−8.92%
3d avg:+1.07%
Entry Spread Now
+0.200%
In your favorL 0.1277 · S 0.1280+$19.96 if it converges
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
−$19.76
−0.20%
$Avg Daily PnL
−$1.94
−0.0194%
★Best Day
−$0.20
Jul 15
◎Open Interest
⚡Funding APR
−7.08%
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.