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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
7d Period Avg+16.19%
swing±13.20%
LONG grvt · nowLIT_USDT_Perp
+10.96%
7d avg:−16.17%
SHORT Binance Futures · now
+10.96%
7d avg:+0.02%
Entry Spread Now
−0.033%
Eaten by executionL 4.6200 · S 4.6185−$3.34 if it converges
24h range −0.80%…+0.44% · median −0.02%
Long pays every4hShort pays every4h
LONGmaker0.010%/taker0.050%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$10.75
−0.11%
$Avg Daily PnL
+$4.43
+0.0443%
★Best Day
+$5.46
Sep 22
◎Open Interest
⚡Funding APR
+16.18%
annualized · funding only
⚠Execution Cost
−$41.79
entry + exit fees
⏱Payback
9.4d
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 (−$41.79 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.