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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 ~5.6d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+13.63%
1d Period Avg+10.09%
swing±3.69%
LONG Aftermath · now
−2.68%
1d avg:+0.28%
SHORT Pacifica · now
+10.96%
1d avg:+10.37%
Entry Spread Now
+0.003%
NeutralL 1,716.64 · S 1,716.7
24h range −0.04%…+0.06% · median +0.01%
Long pays every1hShort pays every1h
LONGmaker-0.005%/taker0.045%SHORTmaker0.015%/taker0.040%
Loading Funding History…
↗Total PnL
−$18.34
−0.18%
$Avg Daily PnL
+$2.65
+0.0265%
★Best Day
+$1.68
Oct 3
◎Open Interest
⚡Funding APR
+9.66%
annualized · funding only
⚠Execution Cost
−$20.99
entry + exit fees
⏱Payback
7.9d
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 (−$20.99 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.