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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 never covers this cost
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
β4.14%
3d Period Avg+42.92%
swingΒ±105.82%
LONG Aftermath Β· now
+4.14%
3d avg:β21.93%
SHORT Decibel Β· now
+0.00%
3d avg:+20.99%
Entry Spread Now
β0.028%
Eaten by executionL 1,316.57 Β· S 1,316.2β$2.83 if it converges
24h range β0.43%β¦+0.95% Β· median β0.04%
Long pays every1hShort pays every1h
LONGmaker-0.005%/taker0.045%SHORTmaker0.015%/taker0.045%
Loading Funding Historyβ¦
βTotal PnL
β$14.76
β0.15%
$Avg Daily PnL
+$11.57
+0.1157%
β
Best Day
+$32.62
Oct 18
βOpen Interest
Aftermath$1.6K
Decibel$36.6Kβ‘Funding APR
+42.21%
annualized Β· funding only
β Execution Cost
β$49.46
entry + exit fees
β±Payback
4.3d
to break even
β§24h Volume
Aftermath$86.9KDecibelβLoading 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$49.46 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.