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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 ~0.6d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+155.60%
3d Period Avg+223.62%
swing±95.25%
LONG TxFlow · now
+10.96%
3d avg:−39.22%
SHORT Coinbase International · nowMORPHO-PERP
+166.55%
3d avg:+184.40%
Entry Spread Now
+0.495%
In your favorL 2.7255 · S 2.7390+$49.53 if it converges
24h range −0.70%…+7.16% · median +0.42%
Long pays every1hShort pays every1h
LONGmaker0.015%/taker0.045%SHORTmaker0.020%/taker0.040%
Loading Funding History…
↗Total PnL
+$147.06
+1.47%
$Avg Daily PnL
+$57.37
+0.5737%
★Best Day
+$73.26
Sep 27
◎Open Interest
TxFlow$164.1K
Coinbase International$37.9K⚡Funding APR
+209.40%
annualized · funding only
⚠Execution Cost
−$25.05
entry + exit fees
⏱Payback
10.6h
to break even
◧24h Volume
TxFlow$137.3KCoinbase International$481Loading 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 (−$25.05 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.