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updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding covers it in ~1.5d
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
+77.67%
3d Period Avgβ4.81%
swingΒ±46.62%
LONG Arcus Β· now
+4.16%
3d avg:+47.03%
SHORT Entropy Β· now
+81.83%
3d avg:+42.22%
Entry Spread Now
+0.000%
NeutralL 190.2600 Β· S 190.2600
24h range β1.68%β¦+1.14% Β· median β0.02%
Long pays every1hShort pays every1h
LONGmaker0%/taker0.022%SHORTmaker0.030%/taker0.090%
Loading Funding Historyβ¦
βTotal PnL
β$35.01
β0.35%
$Avg Daily PnL
β$1.32
β0.0132%
β
Best Day
+$3.47
Oct 16
βOpen Interest
β‘Funding APR
β4.81%
annualized Β· funding only
β Execution Cost
β$31.05
entry + exit fees
β±Payback
never
to break even
β§24h Volume
Loading Cumulative PnLβ¦
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 (β$31.05 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.