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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~58d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+4.38%
3d Period Avg−11.02%
swing±18.80%
LONG Paragon · nowpara:LRCX
+6.57%
3d avg:+21.98%
SHORT HTX · now
+10.96%
3d avg:+10.96%
Entry Spread Now
−0.089%
Eaten by executionL 344.0508 · S 343.7450−$8.89 if it converges
24h range −0.19%…+0.43% · median −0.02%
Long pays every1hShort pays every8h
LONGmaker0.030%/taker0.090%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$76.86
−0.77%
$Avg Daily PnL
−$2.33
−0.0233%
★Best Day
+$0.90
Oct 1
◎Open Interest
⚡Funding APR
−8.52%
annualized · funding only
⚠Execution Cost
−$69.86
entry + exit fees
⏱Payback
never
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 (−$69.86 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.