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updated 7:18:24 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~724d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+3.94%
3d Period Avg+39.39%
LONG TxFlow · now
+10.96%
3d avg:−34.07%
SHORT N1 · now
+14.90%
3d avg:+5.32%
Entry Spread Now
+0.597%
Eaten by executionL 0.3401 · S 0.3421+$59.69 if it converges
24h range −1.01%…+1.63% · median +0.22%
Long pays every1hShort pays every1h
LONGmaker0.015%/taker0.045%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
−$748.89
−7.49%
$Avg Daily PnL
+$8.12
+0.0812%
★Best Day
+$37.69
Aug 16
◎Open Interest
TxFlow$22.7K
N1$7.5K⚡Funding APR
+29.65%
annualized · funding only
⚠Execution Cost
−$781.39
entry + exit fees
⏱Payback
3.2mo
to break even
◧24h Volume
TxFlow$225.0KN1$8.1KLoading 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 (−$781.39 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.