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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 ~9.5d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+10.96%
3d Period Avg+25.56%
swing±13.59%
LONG Pionex · nowLTC_USDT_PERP
+10.96%
3d avg:+9.42%
SHORT Coinbase International · nowLTC-PERP
+21.92%
3d avg:+34.98%
Entry Spread Now
+0.091%
Eaten by executionL 70.1563 · S 70.2200+$9.08 if it converges
24h range −0.04%…+0.36% · median +0.11%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.040%
Loading Funding History…
↗Total PnL
−$8.78
−0.09%
$Avg Daily PnL
+$6.61
+0.0661%
★Best Day
+$9.86
Sep 26
◎Open Interest
⚡Funding APR
+24.12%
annualized · funding only
⚠Execution Cost
−$28.61
entry + exit fees
⏱Payback
4.3d
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 (−$28.61 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.