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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 ~70d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+4.38%
30d Period Avg+8.44%
swing±64.31%
LONG Paragon · nowpara:LRCX
+6.57%
30d avg:+2.41%
SHORT HTX · now
+10.96%
30d avg:+10.85%
Entry Spread Now
−0.106%
Eaten by executionL 337.9036 · S 337.5450−$10.61 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
−$46.53
−0.47%
$Avg Daily PnL
+$1.24
+0.0124%
★Best Day
+$21.47
Sep 20
◎Open Interest
⚡Funding APR
+4.53%
annualized · funding only
⚠Execution Cost
−$83.78
entry + exit fees
⏱Payback
2.2mo
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 (−$83.78 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.