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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 ~74d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.99%
7d Period Avg+0.11%
swing±4.49%
LONG Binance Futures · now
+4.78%
7d avg:+4.20%
SHORT Pionex · nowLTC_USDT_PERP
+5.78%
7d avg:+4.31%
Entry Spread Now
+0.002%
NeutralL 64.1100 · S 64.1110
24h range −0.14%…+0.14% · median +0.00%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$17.88
−0.18%
$Avg Daily PnL
+$0.30
+0.0030%
★Best Day
+$0.68
Oct 8
◎Open Interest
⚡Funding APR
+1.10%
annualized · funding only
⚠Execution Cost
−$20.00
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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.