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updated 5:30:30 PMFunding Arbitrage Backtester
Size$
R-trip cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+52.82%
3d Period Avg+30.70%
LONG Bitunix · now
−3.76%
3d avg:−1.28%
SHORT BitMart · now
+49.06%
3d avg:+29.42%
Entry Spread Now
−0.056%
Eaten by executionL 355.7100 · S 355.5118−$5.57 if it converges
24h range −0.26%…+0.37% · median −0.04%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$0.32
+0.00%
$Avg Daily PnL
+$6.08
+0.0608%
★Best Day
+$14.46
Aug 6
◎Open Interest
⚡Funding APR
+22.19%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
4.0d
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 (−$24.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.