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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+144.64%
3d Period Avg+100.84%
swing±143.59%
LONG N1 · now
−65.74%
3d avg:−41.91%
SHORT Coinbase International · nowEIGEN-PERP
+78.89%
3d avg:+58.93%
Entry Spread Now
+0.254%
In your favorL 0.2790 · S 0.2797+$25.45 if it converges
24h range −0.23%…+2.91% · median +1.04%
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.050%SHORTmaker0.020%/taker0.040%
Loading Funding History…
↗Total PnL
+$56.24
+0.56%
$Avg Daily PnL
+$24.75
+0.2475%
★Best Day
+$52.81
Sep 27
◎Open Interest
N1$875
Coinbase International$53.3K⚡Funding APR
+90.33%
annualized · funding only
⚠Execution Cost
−$18.00
entry + exit fees
⏱Payback
17.5h
to break even
◧24h Volume
N1$563Coinbase International$205.5KLoading 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 (−$18.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.