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updated 12:36:57 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.7d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+22.66%
3d Period Avg+35.98%
LONG Perpl · now
+0.00%
3d avg:−19.90%
SHORT Reya · nowETHRUSDPERP
+22.66%
3d avg:+16.08%
Entry Spread Now
−0.057%
Eaten by executionL 1,878.56 · S 1,877.48−$5.74 if it converges
24h range −0.10%…−0.02% · median −0.06%
Long pays every1hShort pays every1h
LONGmaker0.050%/taker0.088%SHORTmaker0.010%/taker0.030%
Loading Funding History…
↗Total PnL
+$8.42
+0.08%
$Avg Daily PnL
+$6.23
+0.0623%
★Best Day
+$9.47
Aug 15
◎Open Interest
Perpl$1.16M
Reya$2.63M⚡Funding APR
+22.74%
annualized · funding only
⚠Execution Cost
−$16.50
entry + exit fees
⏱Payback
2.6d
to break even
◧24h Volume
Perpl$949.9KReya$665.1KLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + fees only (orderbook snapshot stale) on both legs (−$16.50 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.