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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
3d Period Avg+1.70%
swing±3.28%
LONG Pacifica · now
+10.96%
3d avg:+9.24%
SHORT StandX · now
+10.96%
3d avg:+10.94%
Entry Spread Now
−0.056%
Against youL ask 2,679.7 · S bid 2,678.2−$5.60 at entry
24h range −0.05%…+0.07% · median +0.00%
Long pays every1hShort pays every1h
LONGmaker0.015%/taker0.040%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$18.31
−0.18%
$Avg Daily PnL
+$0.46
+0.0046%
★Best Day
+$1.02
Sep 29
◎Open Interest
⚡Funding APR
+1.68%
annualized · funding only
⚠Execution Cost
−$19.69
entry + exit fees
⏱Payback
1.4mo
to break even
◧24h Volume
Loading 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 (−$19.69 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.