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updated 11:54:00 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−9.38%
1d Period Avg−9.00%
LONG Perpl · now
+48.93%
1d avg:+31.64%
SHORT Ethereal · now
+39.54%
1d avg:+22.64%
Entry Spread Now
−0.023%
Eaten by executionL 57.3634 · S 57.3500−$2.33 if it converges
24h range −0.21%…+0.03% · median −0.04%
Long pays every1hShort pays every1h
LONGmaker0.050%/taker0.088%SHORTmaker0%/taker0.030%
Loading Funding History…
↗Total PnL
−$22.09
−0.22%
$Avg Daily PnL
+$0.00
+0.0000%
★Best Day
+$0.67
Aug 16
◎Open Interest
Perpl$473.8K⚡Funding APR
−0.02%
annualized · funding only
⚠Execution Cost
−$22.08
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Perpl$441.7KLoading 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 (−$22.08 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.