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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−1205.45%
1d Period Avg+208.02%
swing±113.38%
LONG Aftermath · now
−175.88%
1d avg:−199.83%
SHORT Pacifica · now
−1381.33%
1d avg:+8.19%
Entry Spread Now
−2.612%
Against youL 922.4426 · S 898.3473−$261.21 if it converges
24h range −3.47%…+0.05% · median −0.29%
Long pays every1hShort pays every1h
LONGmaker-0.005%/taker0.045%SHORTmaker0.015%/taker0.040%
Loading Funding History…
↗Total PnL
+$22.94
+0.23%
$Avg Daily PnL
+$57.18
+0.5718%
★Best Day
+$57.18
Oct 18
◎Open Interest
⚡Funding APR
+208.72%
annualized · funding only
⚠Execution Cost
−$34.24
entry + exit fees
⏱Payback
14.4h
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 (−$34.24 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.