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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 ~5.8d
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+111.21%
30d Period Avg+5.29%
swing±80.31%
LONG Perpl · now
−48.93%
30d avg:+17.82%
SHORT Aftermath · now
+62.28%
30d avg:+23.11%
Entry Spread Now
+0.421%
In your favorL ask 0.03345 · S bid 0.03359+$42.15 at entry
24h range −1.53%…+1.64% · median +0.19%
Long pays every1hShort pays every1h
LONGmaker0.050%/taker0.088%SHORTmaker-0.005%/taker0.045%
Loading Funding History…
↗Total PnL
−$136.41
−1.36%
$Avg Daily PnL
+$1.38
+0.0138%
★Best Day
+$26.86
Sep 26
◎Open Interest
Perpl$95.6K
Aftermath$8.7K⚡Funding APR
+5.05%
annualized · funding only
⚠Execution Cost
−$177.90
entry + exit fees
⏱Payback
4.3mo
to break even
◧24h Volume
Perpl$1.48MAftermath$1.20MLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (−$177.90 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.