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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+24.56%
1d Period Avg+115.69%
swing±139.46%
LONG Aftermath · now
−24.56%
1d avg:−101.55%
SHORT Decibel · now
+0.00%
1d avg:+14.14%
Entry Spread Now
−0.039%
Eaten by executionL 1,294.1 · S 1,293.6−$3.90 if it converges
24h range −0.27%…+0.14% · median −0.03%
Long pays every1hShort pays every1h
LONGmaker-0.005%/taker0.045%SHORTmaker0.015%/taker0.045%
Loading Funding History…
↗Total PnL
+$14.62
+0.15%
$Avg Daily PnL
+$32.62
+0.3262%
★Best Day
+$32.62
Oct 18
◎Open Interest
Aftermath$1.5K
Decibel$36.8K⚡Funding APR
+119.05%
annualized · funding only
⚠Execution Cost
−$18.00
entry + exit fees
⏱Payback
13.2h
to break even
◧24h Volume
Aftermath$89.5KDecibel—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 (−$18.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.