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updated 11:56:32 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~13d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+28.67%
3d Period Avg−1.83%
LONG Pacifica · now
−12.89%
3d avg:−2.08%
SHORT N1 · now
+15.78%
3d avg:−3.91%
Entry Spread Now
+0.005%
NeutralL ask 4,374.7 · S bid 4,374.9
24h range −0.28%…+0.21% · median −0.03%
Long pays every1hShort pays every1h
LONGmaker0.015%/taker0.040%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
−$101.18
−1.01%
$Avg Daily PnL
−$0.30
−0.0030%
★Best Day
+$4.36
Aug 16
◎Open Interest
⚡Funding APR
−1.11%
annualized · funding only
⚠Execution Cost
−$99.96
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 + live L2 orderbook slippage on both legs (−$99.96 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.