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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 ~1.8d
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
+63.06%
7d Period Avgβ4.64%
swingΒ±36.41%
LONG Arcus Β· now
+4.16%
7d avg:+28.45%
SHORT Entropy Β· now
+67.22%
7d avg:+23.81%
Entry Spread Now
β0.021%
Eaten by executionL 189.6100 Β· S 189.5700β$2.11 if it converges
24h range β1.68%β¦+1.14% Β· median β0.04%
Long pays every1hShort pays every1h
LONGmaker0%/taker0.022%SHORTmaker0.030%/taker0.090%
Loading Funding Historyβ¦
βTotal PnL
β$40.54
β0.41%
$Avg Daily PnL
β$1.27
β0.0127%
β
Best Day
+$2.79
Oct 16
βOpen Interest
Arcus$315.2K
Entropy$7.55Mβ‘Funding APR
β4.64%
annualized Β· funding only
β Execution Cost
β$31.64
entry + exit fees
β±Payback
never
to break even
β§24h Volume
Arcus$3.24MEntropy$6.78MLoading 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$31.64 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.