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updated 7:11:42 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
−11.29%
3d Period Avg−13.88%
LONG BitMart · now
+11.29%
3d avg:+5.43%
SHORT Extended · now
+0.00%
3d avg:−8.45%
Entry Spread Now
−0.145%
Against youL 4,065.62 · S 4,059.74−$14.45 if it converges
24h range −0.18%…−0.08% · median −0.15%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0%/taker0.025%
Loading Funding History…
↗Total PnL
−$28.40
−0.28%
$Avg Daily PnL
−$2.85
−0.0285%
★Best Day
−$2.04
Jul 31
◎Open Interest
⚡Funding APR
−10.40%
annualized · funding only
⚠Execution Cost
−$17.00
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 (−$17.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.