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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 ~1.9d
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+43.15%
7d Period Avg+2.41%
swing±28.25%
LONG Perpl · now
−36.69%
7d avg:+1.46%
SHORT TxFlow · now
+6.45%
7d avg:+3.87%
Entry Spread Now
−0.036%
Against youL ask 2,677.32 · S bid 2,676.35−$3.62 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
−$18.65
−0.19%
$Avg Daily PnL
+$0.60
+0.0060%
★Best Day
+$5.08
Sep 27
◎Open Interest
Perpl$424.0K
TxFlow$2.84M⚡Funding APR
+2.18%
annualized · funding only
⚠Execution Cost
−$22.84
entry + exit fees
⏱Payback
1.3mo
to break even
◧24h Volume
Perpl$1.55MTxFlow$13.36MLoading 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 (−$22.84 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.