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updated 11:33:29 PMFunding Arbitrage Backtester
Size$
R-trip cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−9.91%
3d Period Avg+11.32%
LONG Lighter · now
+27.17%
3d avg:+3.51%
SHORT BitMart · now
+17.26%
3d avg:+14.83%
Entry Spread Now
−0.191%
Against youL 94.9900 · S 94.8084−$19.11 if it converges
24h range −0.65%…+1.11% · median −0.01%
Long pays every1hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$6.81
−0.07%
$Avg Daily PnL
+$1.73
+0.0173%
★Best Day
+$2.44
Jul 15
◎Open Interest
⚡Funding APR
+6.32%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
6.9d
to break even
◧24h Volume
Loading 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 (−$12.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.