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updated 7:20:29 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−24.16%
3d Period Avg−14.68%
LONG TxFlow · now
−3.67%
3d avg:+8.59%
SHORT LBank · now
−27.83%
3d avg:−6.09%
Entry Spread Now
+0.174%
In your favorL 0.000002586 · S 0.000002591+$17.40 if it converges
24h range −0.21%…+0.55% · median +0.15%
Long pays every1hShort pays every8h
LONGmaker0.015%/taker0.045%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$33.98
−0.34%
$Avg Daily PnL
−$3.25
−0.0325%
★Best Day
−$1.42
Aug 14
◎Open Interest
TxFlow$8.4K
LBank—⚡Funding APR
−11.85%
annualized · funding only
⚠Execution Cost
−$21.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
TxFlow$57.1KLBank$18.34MLoading 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 (−$21.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.