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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 ~0.5d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+165.45%
3d Period Avg+57.34%
swing±122.75%
LONG Bullet · now
−147.92%
3d avg:−34.86%
SHORT Hibachi · nowETH/USDT-P
+17.53%
3d avg:+22.48%
Entry Spread Now
+0.025%
In your favorL ask 2,251 · S bid 2,251.57+$2.53 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
+$25.79
+0.26%
$Avg Daily PnL
+$15.70
+0.1570%
★Best Day
+$25.72
Oct 31
◎Open Interest
Bullet$360.6K
Hibachi$114.4K⚡Funding APR
+57.30%
annualized · funding only
⚠Execution Cost
−$21.30
entry + exit fees
⏱Payback
1.4d
to break even
◧24h Volume
Bullet$2.52MHibachi$586.9KLoading 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 (−$21.30 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.