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updated 1:19:46 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.5d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+52.03%
30d Period Avg−2.30%
LONG Bullet · now
−3.10%
30d avg:−0.17%
SHORT Perpl · now
+48.93%
30d avg:−2.47%
Entry Spread Now
−0.058%
Against youL ask 1,891.9 · S bid 1,890.8−$5.81 at entry
24h range −0.08%…+0.03% · median −0.03%
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.040%SHORTmaker0.050%/taker0.088%
Loading Funding History…
↗Total PnL
−$36.18
−0.36%
$Avg Daily PnL
−$0.46
−0.0046%
★Best Day
+$11.04
Jul 23
◎Open Interest
Bullet$307.2K
Perpl$1.11M⚡Funding APR
−1.69%
annualized · funding only
⚠Execution Cost
−$21.82
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Bullet$643.6KPerpl$1.53MLoading 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 (−$21.82 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.