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updated —ETH Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.6d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+135.91%
1d Period Avg+167.02%
swing±99.74%
LONG Bullet · now
−123.64%
1d avg:−151.28%
SHORT Hibachi · nowETH/USDT-P
+12.27%
1d avg:+15.74%
Entry Spread Now
+0.008%
In your favorL ask 2,249.3 · S bid 2,249.49+$0.84 at entry
24h range −0.16%…+0.09% · median +0.01%
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.040%SHORTmaker0%/taker0.045%
Loading Funding History…
↗Total PnL
+$24.51
+0.25%
$Avg Daily PnL
+$45.73
+0.4573%
★Best Day
+$23.98
Oct 31
◎Open Interest
Bullet$355.2K
Hibachi$117.4K⚡Funding APR
+166.91%
annualized · funding only
⚠Execution Cost
−$21.22
entry + exit fees
⏱Payback
11.0h
to break even
◧24h Volume
Bullet$2.88MHibachi$750.4KLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (−$21.22 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.