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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 ~6.5d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+18.71%
3d Period Avg+24.85%
swing±13.46%
LONG Meridian · now
−11.66%
3d avg:+2.93%
SHORT Aftermath · now
+7.06%
3d avg:+27.78%
Entry Spread Now
+0.008%
In your favorL ask 2,700.6 · S bid 2,700.81+$0.76 at entry
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
−$12.55
−0.13%
$Avg Daily PnL
+$6.86
+0.0685%
★Best Day
+$7.62
Oct 2
◎Open Interest
Meridian$41.2K
Aftermath$27.7K⚡Funding APR
+25.02%
annualized · funding only
⚠Execution Cost
−$33.11
entry + exit fees
⏱Payback
4.8d
to break even
◧24h Volume
Meridian$71.0KAftermath$12.4KLoading 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 (−$33.11 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.