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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 ~0.1d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+1630.65%
1d Period Avg+49.19%
swing±51.14%
LONG Decibel · now
−2337.16%
1d avg:+27.68%
SHORT Bullet · now
−706.51%
1d avg:+76.87%
Entry Spread Now
−0.957%
Against youL 1,260.9 · S 1,248.83−$95.70 if it converges
24h range −0.05%…+0.29% · median +0.12%
Long pays every1hShort pays every1h
LONGmaker0.015%/taker0.045%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$11.41
−0.11%
$Avg Daily PnL
+$13.22
+0.1322%
★Best Day
+$12.86
Oct 17
◎Open Interest
⚡Funding APR
+48.26%
annualized · funding only
⚠Execution Cost
−$24.63
entry + exit fees
⏱Payback
1.9d
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 (−$24.63 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.