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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 ~3.1d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+36.27%
1d Period Avg+30.18%
swing±13.16%
LONG Meridian · now
−12.67%
1d avg:−2.57%
SHORT Aftermath · now
+23.59%
1d avg:+27.61%
Entry Spread Now
+0.004%
NeutralL ask 2,701.5 · S bid 2,701.6
24h range −0.17%…+0.08% · median +0.02%
Long pays every1hShort pays every1h
LONGmaker0%/taker0.030%SHORTmaker-0.005%/taker0.045%
Loading Funding History…
↗Total PnL
−$22.60
−0.23%
$Avg Daily PnL
+$8.26
+0.0826%
★Best Day
+$4.89
Oct 4
◎Open Interest
Meridian$41.2K
Aftermath$27.8K⚡Funding APR
+30.16%
annualized · funding only
⚠Execution Cost
−$30.86
entry + exit fees
⏱Payback
3.7d
to break even
◧24h Volume
Meridian$78.2KAftermath$12.6KLoading 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 (−$30.86 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.