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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 ~0.1d
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
+1202.70%
3d Period Avgβ4.37%
swingΒ±190.43%
LONG Bullet Β· now
β1220.29%
3d avg:+30.17%
SHORT Aftermath Β· now
β17.59%
3d avg:+25.80%
Entry Spread Now
+0.076%
Eaten by executionL 1,119.6 Β· S 1,120.45+$7.56 if it converges
24h range β1.06%β¦+0.52% Β· median β0.05%
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.040%SHORTmaker-0.005%/taker0.045%
Loading Funding Historyβ¦
βTotal PnL
β$19.79
β0.20%
$Avg Daily PnL
β$0.93
β0.0093%
β
Best Day
+$15.17
Oct 28
βOpen Interest
Bullet$135.2K
Aftermath$2.2Kβ‘Funding APR
β3.39%
annualized Β· funding only
β Execution Cost
β$17.00
entry + exit fees
β±Payback
never
to break even
β§24h Volume
Bullet$196.8KAftermath$158.1KLoading Cumulative PnLβ¦
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 (β$17.00 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.