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updated 2:42:44 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~21d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+5.94%
30d Period Avg+2.63%
LONG trade[XYZ] · nowxyz:GME
+5.48%
30d avg:+8.45%
SHORT WEEX · now
+11.42%
30d avg:+11.08%
Entry Spread Now
+0.150%
Eaten by executionL 18.7220 · S 18.7500+$14.96 if it converges
24h range −0.14%…+0.47% · median +0.10%
Long pays every1hShort pays every8h
LONGmaker0.030%/taker0.090%SHORTmaker0.020%/taker0.080%
Loading Funding History…
↗Total PnL
−$2.09
−0.02%
$Avg Daily PnL
+$1.03
+0.0103%
★Best Day
+$8.97
Aug 9
◎Open Interest
⚡Funding APR
+3.76%
annualized · funding only
⚠Execution Cost
−$34.00
entry + exit fees
⏱Payback
1.1mo
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 (−$34.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.