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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 ~4.1d
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+27.34%
7d Period Avg+11.53%
swing±29.80%
LONG Perpl · now
+48.93%
7d avg:+0.29%
SHORT Coinbase International · nowETH-PERP
+76.26%
7d avg:+11.82%
Entry Spread Now
+0.220%
In your favorL ask 2,694.93 · S bid 2,700.86+$22.00 at entry
24h range −0.02%…+0.32% · median +0.10%
Long pays every1hShort pays every1h
LONGmaker0.050%/taker0.088%SHORTmaker0.020%/taker0.040%
Loading Funding History…
↗Total PnL
−$9.02
−0.09%
$Avg Daily PnL
+$3.07
+0.0307%
★Best Day
+$5.86
Sep 29
◎Open Interest
Perpl$494.4K
Coinbase International$38.37M⚡Funding APR
+11.20%
annualized · funding only
⚠Execution Cost
−$30.50
entry + exit fees
⏱Payback
9.9d
to break even
◧24h Volume
Perpl$958.2KCoinbase International$2.45BLoading 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 (−$30.50 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.