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updated 2:30:59 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.3d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+60.34%
3d Period Avg−18.00%
LONG Bullet · now
−11.42%
3d avg:+0.07%
SHORT Perpl · now
+48.93%
3d avg:−17.93%
Entry Spread Now
−0.071%
Against youL ask 1,892.7 · S bid 1,891.35−$7.13 at entry
24h range −0.06%…+0.04% · median −0.03%
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.040%SHORTmaker0.050%/taker0.088%
Loading Funding History…
↗Total PnL
−$31.44
−0.31%
$Avg Daily PnL
−$2.65
−0.0265%
★Best Day
+$1.38
Aug 17
◎Open Interest
Bullet$304.7K
Perpl$1.12M⚡Funding APR
−9.69%
annualized · funding only
⚠Execution Cost
−$20.83
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Bullet$646.7KPerpl$1.60MLoading 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 (−$20.83 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.