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updated 11:56:42 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.8d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+75.89%
3d Period Avg+102.86%
LONG Bullet · now
−64.50%
3d avg:−95.94%
SHORT Extended · now
+11.40%
3d avg:+6.92%
Entry Spread Now
−0.340%
Against youL ask 2.3220 · S bid 2.3141−$34.02 at entry
24h range −0.32%…+0.16% · median −0.12%
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.040%SHORTmaker0%/taker0.025%
Loading Funding History…
↗Total PnL
+$47.59
+0.48%
$Avg Daily PnL
+$21.12
+0.2112%
★Best Day
+$31.81
Aug 14
◎Open Interest
Bullet$273.7K
Extended$3.22M⚡Funding APR
+77.09%
annualized · funding only
⚠Execution Cost
−$36.89
entry + exit fees
⏱Payback
1.8d
to break even
◧24h Volume
Bullet$11.5KExtended$1.20MLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (−$36.89 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.