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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 ~2.7d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+28.11%
30d Period Avg−1.68%
swing±27.11%
LONG NADO · nowMU-PERP
−0.93%
30d avg:+7.11%
SHORT CoinW · now
+27.18%
30d avg:+5.43%
Entry Spread Now
+0.028%
Eaten by executionL 1,073.49 · S 1,073.79+$2.77 if it converges
24h range −0.21%…+0.17% · median +0.06%
Long pays every1hShort pays every8h
LONGmaker0.010%/taker0.035%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$26.06
−0.26%
$Avg Daily PnL
−$0.18
−0.0018%
★Best Day
+$4.25
Sep 7
◎Open Interest
⚡Funding APR
−0.65%
annualized · funding only
⚠Execution Cost
−$20.74
entry + exit fees
⏱Payback
never
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 (−$20.74 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.