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updated 8:00:44 PMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+1348.21%
3d Period Avg+187.92%
swing±200.69%
LONG N1 · now
−1336.81%
3d avg:−176.52%
SHORT Extended · now
+11.40%
3d avg:+11.40%
Entry Spread Now
+3.999%
In your favorL 0.02840 · S 0.02954+$399.91 if it converges
24h range −0.43%…+5.19% · median +3.15%
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.050%SHORTmaker0%/taker0.025%
Sparse settlements: long 19%, short 99% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
+$20.72
+0.21%
$Avg Daily PnL
+$8.93
+0.0893%
★Best Day
+$18.27
Sep 4
◎Open Interest
N1$16.5K
Extended$109.3K⚡Funding APR
+32.59%
annualized · funding only
⚠Execution Cost
−$15.00
entry + exit fees
⏱Payback
1.7d
to break even
◧24h Volume
N1$2.1KExtended$7.5KLoading 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 (−$15.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.