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updated 1:14:03 AMFunding Arbitrage Backtester
Size$
R-trip cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+10.88%
3d Period Avg−1.19%
LONG Lighter · now
+3.51%
3d avg:+16.17%
SHORT BitMart · now
+14.39%
3d avg:+14.98%
Entry Spread Now
−0.009%
NeutralL 126.6900 · S 126.6781
24h range −0.44%…+0.35% · median −0.04%
Long pays every1hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$20.65
−0.21%
$Avg Daily PnL
−$2.16
−0.0216%
★Best Day
+$1.36
Jul 17
◎Open Interest
⚡Funding APR
−7.89%
annualized · funding only
⚠Execution Cost
−$12.00
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 (−$12.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.