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updated 1:14:54 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
+45.85%
3d Period Avg+20.90%
LONG Lighter · now
+3.51%
3d avg:+10.23%
SHORT BitMart · now
+49.36%
3d avg:+31.13%
Entry Spread Now
−0.115%
Against youL 52.2960 · S 52.2357−$11.54 if it converges
24h range −0.84%…+0.58% · median −0.09%
Long pays every1hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$16.52
−0.17%
$Avg Daily PnL
−$1.13
−0.0113%
★Best Day
+$4.05
Jul 18
◎Open Interest
⚡Funding APR
−4.13%
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.