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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+124.95%
3d Period Avg+82.83%
swing±102.55%
LONG Bullet · now
−130.51%
3d avg:+4.41%
SHORT Aftermath · now
−5.56%
3d avg:+87.24%
Entry Spread Now
+0.081%
Eaten by executionL 0.004413 · S 0.004417+$8.08 if it converges
24h range −1.36%…+0.88% · median −0.07%
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.040%SHORTmaker-0.005%/taker0.045%
Loading Funding History…
↗Total PnL
+$51.03
+0.51%
$Avg Daily PnL
+$22.68
+0.2268%
★Best Day
+$36.29
Oct 27
◎Open Interest
Bullet$23.5K
Aftermath$15.5K⚡Funding APR
+82.77%
annualized · funding only
⚠Execution Cost
−$17.00
entry + exit fees
⏱Payback
18.0h
to break even
◧24h Volume
Bullet$133.6KAftermath$198.8KLoading 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.