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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−0.04%
7d Period Avg+11.33%
swing±22.08%
LONG Ondo · nowDRAM-USD.P
+5.52%
7d avg:+9.22%
SHORT Polymarket · now
+5.48%
7d avg:+20.55%
Entry Spread Now
+0.157%
In your favorL 51.7250 · S 51.8060+$15.66 if it converges
24h range −0.70%…+0.68% · median +0.08%
Long pays every1hShort pays every1h
LONGmaker0.015%/taker0.035%SHORTmaker0.013%/taker0.040%
Loading Funding History…
↗Total PnL
+$8.37
+0.08%
$Avg Daily PnL
+$3.34
+0.0334%
★Best Day
+$6.23
Oct 24
◎Open Interest
⚡Funding APR
+12.19%
annualized · funding only
⚠Execution Cost
−$15.00
entry + exit fees
⏱Payback
4.5d
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 (−$15.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.