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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 ~0.2d
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
+839.59%
1d Period Avgβ27.55%
swingΒ±112.22%
LONG Bullet Β· now
β831.97%
1d avg:+48.34%
SHORT Aftermath Β· now
+7.62%
1d avg:+20.79%
Entry Spread Now
+0.038%
In your favorL ask 1,126.1 Β· S bid 1,126.53+$3.82 at entry
24h range β1.06%β¦+0.52% Β· median β0.06%
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.040%SHORTmaker-0.005%/taker0.045%
Sparse settlements: long 42%, short 96% of expected. KPIs may be noisy.
Loading Funding Historyβ¦
βTotal PnL
β$53.22
β0.53%
$Avg Daily PnL
β$0.84
β0.0084%
β
Best Day
+$4.83
Oct 28
βOpen Interest
Bullet$135.5K
Aftermath$2.3Kβ‘Funding APR
β3.05%
annualized Β· funding only
β Execution Cost
β$52.38
entry + exit fees
β±Payback
never
to break even
β§24h Volume
Bullet$189.3KAftermath$158.8KLoading 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$52.38 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.