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updated 8:53:48 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
−40.21%
3d Period Avg−11.78%
LONG BitMart · now
+10.41%
3d avg:+6.06%
SHORT Extended · now
−29.80%
3d avg:−5.72%
Entry Spread Now
−0.139%
Against youL 4,070.17 · S 4,064.51−$13.90 if it converges
24h range −0.18%…−0.08% · median −0.14%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0%/taker0.025%
Loading Funding History…
↗Total PnL
−$27.75
−0.28%
$Avg Daily PnL
−$2.69
−0.0269%
★Best Day
−$1.12
Jul 30
◎Open Interest
⚡Funding APR
−9.81%
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.