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updated 9:02:06 AMFunding Arbitrage Backtester
Size$
R-trip cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−10.52%
3d Period Avg−51.42%
LONG BitMart · now
−43.83%
3d avg:+5.36%
SHORT Extended · now
−54.35%
3d avg:−46.06%
Entry Spread Now
−0.205%
Against youL 0.7122 · S 0.7107−$20.51 if it converges
24h range −0.58%…+0.12% · median −0.16%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0%/taker0.025%
Loading Funding History…
↗Total PnL
−$54.42
−0.54%
$Avg Daily PnL
−$9.36
−0.0936%
★Best Day
+$0.33
Aug 3
◎Open Interest
⚡Funding APR
−34.15%
annualized · funding only
⚠Execution Cost
−$17.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Loading 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 (−$17.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.