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updated 6:13:57 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.3d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+172.65%
3d Period Avg+88.57%
LONG N1 · now
−160.42%
3d avg:−57.93%
SHORT Perpl · now
+12.23%
3d avg:+30.64%
Entry Spread Now
+0.556%
In your favorL 0.01996 · S 0.02007+$55.60 if it converges
24h range −0.10%…+0.56% · median +0.13%
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.050%SHORTmaker0.050%/taker0.088%
Loading Funding History…
↗Total PnL
+$4.23
+0.04%
$Avg Daily PnL
+$16.40
+0.1640%
★Best Day
+$20.93
Aug 15
◎Open Interest
N1$19.4K
Perpl$158.1K⚡Funding APR
+59.88%
annualized · funding only
⚠Execution Cost
−$61.39
entry + exit fees
⏱Payback
3.7d
to break even
◧24h Volume
N1$101Perpl$562.9KLoading 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 (−$61.39 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.