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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 ~1.5d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+49.91%
3d Period Avg+48.67%
swing±40.97%
LONG Phemex · now
+0.00%
3d avg:+0.00%
SHORT Arcus · now
+49.91%
3d avg:+48.67%
Entry Spread Now
−0.063%
Eaten by executionL 111.5200 · S 111.4500−$6.28 if it converges
24h range −0.37%…+0.46% · median −0.06%
Long pays every8hShort pays every1h
LONGmaker0.010%/taker0.060%SHORTmaker0%/taker0.022%
Loading Funding History…
↗Total PnL
+$18.61
+0.19%
$Avg Daily PnL
+$13.02
+0.1302%
★Best Day
+$15.79
Sep 29
◎Open Interest
Phemex$923.3K
Arcus$1.48M⚡Funding APR
+47.51%
annualized · funding only
⚠Execution Cost
−$20.44
entry + exit fees
⏱Payback
1.6d
to break even
◧24h Volume
Phemex$6.5KArcus$3.80MLoading 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 (−$20.44 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.