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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 ~3.7d
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+103.61%
30d Period Avg+21.29%
swing±42.71%
LONG TxFlow · now
−54.69%
30d avg:−7.50%
SHORT Perpl · now
+48.93%
30d avg:+13.79%
Entry Spread Now
+0.406%
Eaten by executionL 0.02391 · S 0.02401+$40.57 if it converges
24h range −0.30%…+1.14% · median +0.21%
Long pays every1hShort pays every1h
LONGmaker0.015%/taker0.045%SHORTmaker0.050%/taker0.088%
Loading Funding History…
↗Total PnL
+$69.30
+0.69%
$Avg Daily PnL
+$5.83
+0.0583%
★Best Day
+$16.48
Sep 23
◎Open Interest
TxFlow$78.1K
Perpl$239.1K⚡Funding APR
+21.27%
annualized · funding only
⚠Execution Cost
−$105.54
entry + exit fees
⏱Payback
18.1d
to break even
◧24h Volume
TxFlow$273.6KPerpl$857.3KLoading 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 (−$105.54 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.