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updated 9:33:21 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
+0.00%
3d Period Avg+18.66%
LONG Pionex · nowPROS_USDT_PERP
+10.96%
3d avg:+9.14%
SHORT LBank · now
+10.96%
3d avg:+27.80%
Entry Spread Now
+0.271%
In your favorL 0.3694 · S 0.3704+$27.07 if it converges
24h range +0.03%…+0.67% · median +0.30%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$6.18
−0.06%
$Avg Daily PnL
+$3.96
+0.0396%
★Best Day
+$7.40
Aug 15
◎Open Interest
Pionex$4.7K
LBank—⚡Funding APR
+14.44%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
5.6d
to break even
◧24h Volume
Pionex$7.2KLBank$340.1KLoading 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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.