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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
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
β15.34%
3d Period Avgβ1.52%
swingΒ±8.68%
LONG edgeX V2 Β· now
+10.96%
3d avg:+9.71%
SHORT Extended Β· now
β4.38%
3d avg:+8.19%
Entry Spread Now
β0.085%
Against youL ask 2,477.31 Β· S bid 2,475.2β$8.52 at entry
24h range β0.57%β¦+0.23% Β· median β0.02%
Long pays every4hShort pays every1h
LONGmaker0.018%/taker0.038%SHORTmaker0%/taker0.025%
Loading Funding Historyβ¦
βTotal PnL
β$17.27
β0.17%
$Avg Daily PnL
β$0.41
β0.0041%
β
Best Day
+$0.99
Oct 19
βOpen Interest
edgeX V2$67.13M
Extended$14.49Mβ‘Funding APR
β1.51%
annualized Β· funding only
β Execution Cost
β$16.03
entry + exit fees
β±Payback
never
to break even
β§24h Volume
edgeX V2$182.30MExtended$52.50MLoading 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$16.03 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.