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updated 1:19:31 PMFunding 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
−19.38%
3d Period Avg+0.17%
LONG Perpl · now
+48.93%
3d avg:+32.91%
SHORT Ethereal · now
+29.55%
3d avg:+33.08%
Entry Spread Now
−0.067%
Eaten by executionL 57.2414 · S 57.2031−$6.70 if it converges
24h range −0.21%…+0.03% · median −0.05%
Long pays every1hShort pays every1h
LONGmaker0.050%/taker0.088%SHORTmaker0%/taker0.030%
Loading Funding History…
↗Total PnL
−$13.99
−0.14%
$Avg Daily PnL
+$1.95
+0.0195%
★Best Day
+$6.73
Aug 14
◎Open Interest
Perpl$473.0K⚡Funding APR
+7.12%
annualized · funding only
⚠Execution Cost
−$21.79
entry + exit fees
⏱Payback
11.2d
to break even
◧24h Volume
Perpl$423.3KLoading 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 (−$21.79 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.