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updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding covers it in ~1.3d
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
+158.65%
1d Period Avgβ0.69%
swingΒ±87.98%
LONG Bullet Β· now
β115.13%
1d avg:+25.91%
SHORT Aftermath Β· now
+43.52%
1d avg:+25.22%
Entry Spread Now
β0.069%
Against youL ask 0.004472 Β· S bid 0.004469β$6.93 at entry
24h range β1.36%β¦+0.88% Β· median β0.08%
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.040%SHORTmaker-0.005%/taker0.045%
Loading Funding Historyβ¦
βTotal PnL
β$55.14
β0.55%
$Avg Daily PnL
β$0.19
β0.0019%
β
Best Day
+$3.36
Oct 29
βOpen Interest
Bullet$24.1K
Aftermath$16.3Kβ‘Funding APR
β0.69%
annualized Β· funding only
β Execution Cost
β$54.95
entry + exit fees
β±Payback
never
to break even
β§24h Volume
Bullet$143.5KAftermath$213.0KLoading Cumulative PnLβ¦
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 (β$54.95 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.