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updated 10:02:24 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+21.26%
3d Period Avg−22.35%
LONG Variational · now
+10.96%
3d avg:+72.85%
SHORT Bitget · now
+32.22%
3d avg:+50.50%
Entry Spread Now
+0.387%
In your favorL 0.2763 · S 0.2774+$38.72 if it converges
24h range +0.12%…+0.91% · median +0.48%
Long pays every4hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$44.21
−0.44%
$Avg Daily PnL
−$8.05
−0.0805%
★Best Day
+$2.88
Aug 16
◎Open Interest
⚡Funding APR
−29.39%
annualized · funding only
⚠Execution Cost
−$12.00
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 + fees only (orderbook snapshot stale) on both legs (−$12.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.