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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 ~0.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+106.95%
30d Period Avg+28.46%
swing±82.74%
LONG N1 · now
−30.68%
30d avg:−14.22%
SHORT Coinbase International · nowEIGEN-PERP
+76.26%
30d avg:+14.24%
Entry Spread Now
−0.081%
Eaten by executionL 0.2701 · S 0.2699−$8.15 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
+$214.69
+2.15%
$Avg Daily PnL
+$7.76
+0.0776%
★Best Day
+$52.23
Sep 27
◎Open Interest
N1$847
Coinbase International$54.8K⚡Funding APR
+28.31%
annualized · funding only
⚠Execution Cost
−$18.00
entry + exit fees
⏱Payback
2.3d
to break even
◧24h Volume
N1$563Coinbase International$195.0KLoading 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.