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updated 2:35:04 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~6.7d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+19.44%
3d Period Avg+15.39%
LONG Bitunix · now
−7.45%
3d avg:−7.45%
SHORT trade[XYZ] · nowxyz:HOOD
+11.99%
3d avg:+7.94%
Entry Spread Now
−0.131%
Eaten by executionL 96.0800 · S 95.9540−$13.11 if it converges
24h range −0.18%…−0.05% · median −0.12%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.030%/taker0.090%
Loading Funding History…
↗Total PnL
−$22.90
−0.23%
$Avg Daily PnL
+$3.24
+0.0324%
★Best Day
+$4.33
Aug 14
◎Open Interest
⚡Funding APR
+11.83%
annualized · funding only
⚠Execution Cost
−$35.87
entry + exit fees
⏱Payback
11.1d
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 (−$35.87 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.