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updated 9:05:07 AMFunding Arbitrage Backtester
Size$
R-trip cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+51.89%
3d Period Avg+24.03%
LONG BitMart · now
−32.87%
3d avg:+7.44%
SHORT Reya · nowLINKRUSDPERP
+19.01%
3d avg:+31.47%
Entry Spread Now
−0.194%
Against youL 8.2244 · S 8.2084−$19.45 if it converges
24h range −0.37%…−0.03% · median −0.14%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.010%/taker0.030%
Loading Funding History…
↗Total PnL
+$5.23
+0.05%
$Avg Daily PnL
+$5.81
+0.0581%
★Best Day
+$9.35
Aug 3
◎Open Interest
⚡Funding APR
+21.20%
annualized · funding only
⚠Execution Cost
−$18.00
entry + exit fees
⏱Payback
3.1d
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 (−$18.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.