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updated 9:05:23 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~25d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+3.51%
3d Period Avg+3.85%
LONG Extended · now
−2.63%
3d avg:+7.31%
SHORT BitMart · now
+0.88%
3d avg:+11.16%
Entry Spread Now
+0.079%
Eaten by executionL 9.5042 · S 9.5117+$7.87 if it converges
24h range −0.05%…+0.37% · median +0.17%
Long pays every1hShort pays every8h
LONGmaker0%/taker0.025%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$21.84
−0.22%
$Avg Daily PnL
+$0.62
+0.0062%
★Best Day
+$1.51
Aug 15
◎Open Interest
Extended$597.3K
BitMart$26.67M⚡Funding APR
+2.26%
annualized · funding only
⚠Execution Cost
−$24.32
entry + exit fees
⏱Payback
1.3mo
to break even
◧24h Volume
Extended$466.7KBitMart$13.11MLoading 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 (−$24.32 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.