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updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding never covers this cost
βSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
β10.96%
3d Period Avg+7.37%
swingΒ±21.05%
LONG Bullet Β· now
+10.96%
3d avg:+5.85%
SHORT Perpl Β· now
+0.00%
3d avg:+13.22%
Entry Spread Now
β0.211%
Against youL ask 2,425.5 Β· S bid 2,420.38β$21.11 at entry
24h range β0.37%β¦+0.19% Β· median β0.02%
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.040%SHORTmaker0.050%/taker0.088%
Loading Funding Historyβ¦
βTotal PnL
β$39.72
β0.40%
$Avg Daily PnL
+$1.87
+0.0187%
β
Best Day
+$3.00
Oct 18
βOpen Interest
Bulletβ
Perpl$372.3Kβ‘Funding APR
+6.83%
annualized Β· funding only
β Execution Cost
β$45.33
entry + exit fees
β±Payback
24.2d
to break even
β§24h Volume
BulletβPerpl$1.06MLoading Cumulative PnLβ¦
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 (β$45.33 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.