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updated 10:32:50 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.6d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+80.56%
3d Period Avg+102.89%
LONG Bullet · now
−69.16%
3d avg:−95.93%
SHORT Extended · now
+11.40%
3d avg:+6.96%
Entry Spread Now
−0.165%
Against youL ask 2.3088 · S bid 2.3050−$16.46 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
+$48.17
+0.48%
$Avg Daily PnL
+$21.13
+0.2113%
★Best Day
+$31.81
Aug 14
◎Open Interest
Bullet$272.8K
Extended$3.21M⚡Funding APR
+77.12%
annualized · funding only
⚠Execution Cost
−$36.35
entry + exit fees
⏱Payback
1.7d
to break even
◧24h Volume
Bullet$11.6KExtended$1.21MLoading 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 (−$36.35 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.