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updated —ISRG Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~6.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+11.44%
3d Period Avg+11.10%
swing±0.55%
LONG WEEX · now
−11.44%
3d avg:−11.10%
SHORT MEXC · nowISRGSTOCK_USDT
+0.00%
3d avg:+0.00%
Entry Spread Now
−0.059%
Eaten by executionL 442.5100 · S 442.2500−$5.88 if it converges
24h range −0.21%…+0.18% · median +0.01%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0%/taker0.020%
Loading Funding History…
↗Total PnL
−$10.88
−0.11%
$Avg Daily PnL
+$3.04
+0.0304%
★Best Day
+$3.12
Nov 12
◎Open Interest
⚡Funding APR
+11.09%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
6.6d
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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.