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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 ~1.8d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+46.61%
3d Period Avg+0.55%
swing±25.22%
LONG Perpl · now
−48.93%
3d avg:+2.21%
SHORT TxFlow · now
−2.31%
3d avg:+2.76%
Entry Spread Now
−0.041%
Against youL ask 2,682.27 · S bid 2,681.17−$4.10 at entry
24h range −0.22%…+0.17% · median −0.05%
Long pays every1hShort pays every1h
LONGmaker0.050%/taker0.088%SHORTmaker0.015%/taker0.045%
Loading Funding History…
↗Total PnL
−$22.34
−0.22%
$Avg Daily PnL
+$0.16
+0.0016%
★Best Day
+$1.66
Sep 28
◎Open Interest
Perpl$427.5K
TxFlow$2.76M⚡Funding APR
+0.57%
annualized · funding only
⚠Execution Cost
−$22.81
entry + exit fees
⏱Payback
4.9mo
to break even
◧24h Volume
Perpl$1.52MTxFlow$13.22MLoading 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 (−$22.81 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.