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updated 11:33:31 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
+17.80%
3d Period Avg+23.28%
LONG Lighter · now
+31.56%
3d avg:+4.82%
SHORT BitMart · now
+49.36%
3d avg:+28.10%
Entry Spread Now
+0.118%
In your favorL 51.9710 · S 52.0322+$11.78 if it converges
24h range −0.84%…+0.58% · median −0.11%
Long pays every1hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$17.82
−0.18%
$Avg Daily PnL
−$1.94
−0.0194%
★Best Day
+$4.98
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.