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updated 5:05:23 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
+182.17%
30d Period Avg+75.54%
LONG N1 · now
−133.24%
30d avg:−55.95%
SHORT Perpl · now
+48.93%
30d avg:+19.59%
Entry Spread Now
+0.404%
In your favorL 0.02007 · S 0.02015+$40.35 if it converges
24h range −0.10%…+0.54% · median +0.13%
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.050%SHORTmaker0.050%/taker0.088%
Limited funding history — chart clipped to available data
- N1 (Long): data starts Aug 8, 2026 (9d available out of 30d requested)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Sparse settlements: long 27%, short 71% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
+$136.83
+1.37%
$Avg Daily PnL
+$6.48
+0.0648%
★Best Day
+$25.53
Aug 13
◎Open Interest
N1$19.5K
Perpl$153.0K⚡Funding APR
+23.65%
annualized · funding only
⚠Execution Cost
−$64.05
entry + exit fees
⏱Payback
9.9d
to break even
◧24h Volume
N1$101Perpl$551.3KLoading 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 (−$64.05 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.